+62.2%
COP vs FDS
+23.2%
+39.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | +3.4% | -2.6% | +6.0% | +3.5% |
| 30D | -0.6% | +14.1% | -14.7% | -1.3% |
| 3M | +10.8% | +19.8% | -9.0% | +9.6% |
| 6M | +19.6% | +55.0% | -35.3% | +15.9% |
| YTD | +52.9% | +15.9% | +37.0% | +50.9% |
| 1Y | +62.2% | +24.2% | +38.0% | +62.0% |
| All | +62.2% | +23.2% | +39.0% | +62.0% |
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