+2,141.0%
COP vs FDS
+10,549.7%
-8,408.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +1.0% |
| 7D | +0.7% | -2.1% | +2.8% | +1.2% |
| 30D | +0.2% | +16.0% | -15.8% | -3.5% |
| 3M | +10.2% | +18.8% | -8.6% | +5.1% |
| 6M | +20.1% | +54.1% | -34.0% | +6.4% |
| YTD | +50.5% | +17.0% | +33.5% | +41.0% |
| 1Y | +56.8% | +25.5% | +31.3% | +44.2% |
| 3Y | +30.3% | -23.3% | +53.6% | +33.6% |
| 5Y | +126.8% | -22.6% | +149.4% | +129.4% |
| 10Y | +325.0% | +130.2% | +194.8% | +233.1% |
| All | +2,141.0% | +10,549.7% | -8,408.7% | +1,030.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling