+325.1%
COP vs FDX
+178.0%
+147.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.6% |
| 7D | -0.8% | -3.3% | +2.5% | +0.4% |
| 30D | +15.6% | -1.4% | +17.0% | +15.9% |
| 3M | +14.3% | -4.5% | +18.9% | +15.5% |
| 6M | +17.0% | +9.4% | +7.6% | +10.6% |
| YTD | +47.4% | +36.0% | +11.4% | +26.9% |
| 1Y | +52.4% | +75.5% | -23.1% | +17.5% |
| 3Y | +20.8% | +62.8% | -42.0% | -8.1% |
| 5Y | +191.7% | +64.4% | +127.3% | +109.5% |
| 10Y | +325.1% | +175.5% | +149.6% | +97.2% |
| All | +325.1% | +178.0% | +147.1% | +97.2% |
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