+3,675.8%
FICO vs COPX
+186.2%
+3,489.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.0% | -16.5% |
| 7D | -19.2% | -4.0% | -15.2% | -18.0% |
| 30D | -14.6% | +4.5% | -19.1% | -16.0% |
| 3M | -20.1% | +0.8% | -20.9% | -21.6% |
| 6M | -36.3% | +3.2% | -39.5% | -39.1% |
| YTD | -44.9% | +26.7% | -71.6% | -52.1% |
| 1Y | -38.6% | +85.7% | -124.3% | -54.6% |
| 3Y | +4.0% | +151.2% | -147.2% | -35.0% |
| 5Y | +99.5% | +170.0% | -70.5% | +16.5% |
| 10Y | +604.7% | +572.9% | +31.7% | +152.5% |
| All | +3,675.8% | +186.2% | +3,489.6% | +1,562.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling