+320.3%
COP vs FE
+105.3%
+215.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -11.5% | -1.0% | -10.5% | -11.2% |
| 30D | +5.0% | +4.1% | +0.8% | +3.4% |
| 3M | +17.5% | -1.0% | +18.5% | +17.7% |
| 6M | +16.2% | +4.0% | +12.2% | +14.2% |
| YTD | +48.8% | +6.8% | +42.0% | +44.5% |
| 1Y | +64.1% | +5.3% | +58.8% | +60.1% |
| 3Y | +25.7% | +44.6% | -18.9% | +7.1% |
| 5Y | +114.4% | +44.2% | +70.2% | +81.3% |
| All | +320.3% | +105.3% | +215.0% | +239.3% |
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