+69.8%
FITB vs COPX
+167.3%
-97.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +2.6% |
| 7D | -1.0% | -2.9% | +1.9% | -0.3% |
| 30D | -5.5% | 0.0% | -5.5% | -5.8% |
| 3M | +4.1% | +14.8% | -10.7% | -1.5% |
| 6M | +18.7% | +7.0% | +11.7% | +13.3% |
| YTD | +18.2% | +23.8% | -5.7% | +5.2% |
| 1Y | +23.7% | +75.7% | -52.0% | -4.5% |
| 3Y | +130.8% | +156.4% | -25.6% | +43.9% |
| 5Y | +69.8% | +167.6% | -97.8% | +0.7% |
| All | +69.8% | +167.3% | -97.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling