+2,082.5%
COP vs FDS
+9,502.8%
-7,420.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.4% |
| 30D | +17.5% | +9.0% | +8.5% | +14.9% |
| 3M | +13.4% | +18.9% | -5.5% | +7.8% |
| 6M | +17.7% | +35.1% | -17.4% | +7.7% |
| YTD | +46.6% | +5.5% | +41.1% | +41.5% |
| 1Y | +44.6% | -16.8% | +61.4% | +47.1% |
| 3Y | +20.7% | -28.1% | +48.8% | +26.2% |
| 5Y | +185.0% | -17.4% | +202.5% | +184.5% |
| 10Y | +347.0% | +85.4% | +261.5% | +269.1% |
| All | +2,082.5% | +9,502.8% | -7,420.3% | +1,034.4% |
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