+60.7%
COP vs FE
+6.1%
+54.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.2% |
| 7D | -8.1% | +1.7% | -9.8% | -8.2% |
| 30D | +6.7% | +8.1% | -1.5% | +6.1% |
| 3M | +16.9% | -1.3% | +18.2% | +17.0% |
| 6M | +11.2% | +2.9% | +8.3% | +11.0% |
| YTD | +49.5% | +8.6% | +41.0% | +45.4% |
| 1Y | +60.7% | +6.3% | +54.3% | +55.8% |
| All | +60.7% | +6.1% | +54.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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