+50.5%
COP vs FDS
-27.2%
+77.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.3% |
| 7D | +2.3% | -14.0% | +16.3% | +3.0% |
| 30D | +8.6% | -6.2% | +14.8% | +8.9% |
| 3M | +19.9% | +10.2% | +9.7% | +18.6% |
| 6M | +19.0% | +27.4% | -8.4% | +16.3% |
| YTD | +50.0% | -9.3% | +59.2% | +49.8% |
| 1Y | +50.5% | -28.6% | +79.2% | +52.0% |
| All | +50.5% | -27.2% | +77.8% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling