+57.2%
COP vs FDS
+26.9%
+30.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -8.4% | -5.0% | -3.5% | -8.2% |
| 30D | +0.3% | +13.8% | -13.5% | -0.5% |
| 3M | +15.1% | +14.8% | +0.3% | +14.1% |
| 6M | +19.8% | +47.4% | -27.6% | +16.1% |
| YTD | +46.8% | +14.2% | +32.7% | +45.5% |
| All | +57.2% | +26.9% | +30.3% | +55.7% |
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