+298.3%
COP vs FE
+108.0%
+190.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -8.4% | -1.1% | -7.3% | -8.1% |
| 30D | +0.3% | +4.6% | -4.4% | -1.3% |
| 3M | +15.1% | -0.8% | +15.9% | +15.3% |
| 6M | +19.8% | +7.3% | +12.5% | +16.4% |
| YTD | +46.8% | +8.3% | +38.5% | +41.9% |
| 1Y | +59.7% | +5.7% | +54.1% | +55.7% |
| 3Y | +28.7% | +49.0% | -20.3% | +8.3% |
| 5Y | +110.7% | +49.2% | +61.5% | +75.8% |
| 10Y | +298.3% | +110.7% | +187.6% | +222.3% |
| All | +298.3% | +108.0% | +190.3% | +222.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling