+132.2%
COP vs FDX
+74.7%
+57.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +4.4% | +5.2% | -0.8% | +3.4% |
| 30D | 0.0% | +11.3% | -11.3% | -2.2% |
| 3M | +15.0% | -4.1% | +19.1% | +15.7% |
| 6M | +22.0% | +9.6% | +12.4% | +18.8% |
| YTD | +55.3% | +40.9% | +14.4% | +41.3% |
| 1Y | +64.1% | +53.0% | +11.1% | +46.2% |
| 3Y | +34.1% | +74.1% | -40.0% | +13.1% |
| All | +132.2% | +74.7% | +57.6% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling