+502.1%
FITB vs COPX
+198.0%
+304.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.5% |
| 7D | +2.8% | +5.8% | -2.9% | +0.2% |
| 30D | -4.5% | +7.2% | -11.7% | -7.9% |
| 3M | +5.7% | +16.5% | -10.8% | -3.2% |
| 6M | +17.1% | +18.4% | -1.3% | +4.2% |
| YTD | +18.3% | +31.9% | -13.6% | -2.0% |
| 1Y | +23.9% | +88.5% | -64.6% | -14.8% |
| 3Y | +131.1% | +173.1% | -42.0% | +25.0% |
| 5Y | +71.1% | +193.1% | -122.0% | -14.3% |
| 10Y | +283.9% | +591.7% | -307.8% | +14.2% |
| All | +502.1% | +198.0% | +304.1% | +139.7% |
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