+325.1%
COP vs FDS
+77.6%
+247.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +2.1% |
| 7D | -0.8% | -5.4% | +4.5% | +1.0% |
| 30D | +15.6% | +1.6% | +14.0% | +14.6% |
| 3M | +14.3% | +17.7% | -3.4% | +6.3% |
| 6M | +17.0% | +29.1% | -12.1% | +3.5% |
| YTD | +47.4% | +1.0% | +46.5% | +42.7% |
| 1Y | +52.4% | -21.6% | +74.0% | +63.3% |
| 3Y | +20.8% | -30.1% | +50.9% | +33.2% |
| 5Y | +191.7% | -20.7% | +212.4% | +189.7% |
| 10Y | +325.1% | +78.3% | +246.8% | +172.5% |
| All | +325.1% | +77.6% | +247.5% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling