+2,085.9%
COP vs FDS
+10,290.2%
-8,204.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -8.4% | -5.0% | -3.5% | -7.4% |
| 30D | +0.3% | +13.8% | -13.5% | -3.0% |
| 3M | +15.1% | +14.8% | +0.3% | +10.6% |
| 6M | +19.8% | +47.4% | -27.6% | +7.2% |
| YTD | +46.8% | +14.2% | +32.7% | +38.3% |
| 1Y | +59.7% | +26.6% | +33.1% | +46.5% |
| 3Y | +28.7% | -24.4% | +53.1% | +32.4% |
| 5Y | +110.7% | -22.6% | +133.3% | +113.0% |
| 10Y | +298.3% | +130.0% | +168.3% | +212.5% |
| All | +2,085.9% | +10,290.2% | -8,204.3% | +1,009.4% |
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