+113.6%
INFY vs COPX
+179.5%
-65.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -5.4% | -2.3% | -3.0% | -4.9% |
| 30D | -9.9% | +0.3% | -10.1% | -10.2% |
| 3M | -4.6% | +6.8% | -11.4% | -7.5% |
| 6M | -18.5% | +7.9% | -26.4% | -22.4% |
| YTD | -36.5% | +23.7% | -60.3% | -42.9% |
| 1Y | -32.8% | +71.5% | -104.3% | -45.9% |
| 3Y | -32.2% | +149.1% | -181.3% | -53.4% |
| 5Y | -44.7% | +167.3% | -212.0% | -64.2% |
| 10Y | +82.3% | +568.5% | -486.2% | -23.4% |
| All | +113.6% | +179.5% | -65.9% | +23.5% |
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