+298.3%
COP vs FDX
+160.0%
+138.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.6% |
| 7D | -8.4% | +0.2% | -8.6% | -8.7% |
| 30D | +0.3% | +9.3% | -9.0% | -3.4% |
| 3M | +15.1% | +0.5% | +14.6% | +14.2% |
| 6M | +19.8% | +5.3% | +14.4% | +15.7% |
| YTD | +46.8% | +38.6% | +8.2% | +25.0% |
| 1Y | +59.7% | +53.5% | +6.2% | +30.0% |
| 3Y | +28.7% | +74.2% | -45.5% | -4.9% |
| 5Y | +110.7% | +75.3% | +35.4% | +46.9% |
| 10Y | +298.3% | +156.3% | +142.0% | +89.3% |
| All | +298.3% | +160.0% | +138.3% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling