+44.6%
COP vs FDX
+80.8%
-36.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | +3.0% | -2.5% | +5.5% | +2.8% |
| 30D | +17.5% | +3.8% | +13.7% | +17.7% |
| 3M | +13.4% | -1.3% | +14.7% | +13.4% |
| 6M | +17.7% | +5.0% | +12.7% | +18.9% |
| YTD | +46.6% | +39.6% | +6.9% | +37.0% |
| 1Y | +44.6% | +81.1% | -36.5% | +25.1% |
| All | +44.6% | +80.8% | -36.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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