-32.2%
INFY vs COPX
+149.4%
-181.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -5.4% | -2.3% | -3.0% | -5.2% |
| 30D | -9.9% | +0.3% | -10.1% | -10.0% |
| 3M | -4.6% | +6.8% | -11.4% | -5.4% |
| 6M | -18.5% | +7.9% | -26.4% | -19.8% |
| YTD | -36.5% | +23.7% | -60.3% | -39.6% |
| 1Y | -32.8% | +71.5% | -104.3% | -40.3% |
| 3Y | -32.2% | +149.1% | -181.3% | -49.4% |
| All | -32.2% | +149.4% | -181.6% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling