+4,492.0%
COP vs FDX
+4,233.7%
+258.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +3.0% | -2.5% | +5.5% | +3.7% |
| 30D | +17.5% | +3.8% | +13.7% | +16.1% |
| 3M | +13.4% | -1.3% | +14.7% | +13.2% |
| 6M | +17.7% | +5.0% | +12.7% | +14.6% |
| YTD | +46.6% | +39.6% | +6.9% | +31.4% |
| 1Y | +44.6% | +81.1% | -36.5% | +20.1% |
| 3Y | +20.7% | +63.0% | -42.3% | +0.9% |
| 5Y | +185.0% | +65.6% | +119.4% | +129.6% |
| 10Y | +347.0% | +183.4% | +163.6% | +202.7% |
| All | +4,492.0% | +4,233.7% | +258.3% | +2,160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling