+64.1%
COP vs FE
+5.1%
+59.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -11.5% | -1.0% | -10.5% | -11.5% |
| 30D | +5.0% | +4.1% | +0.8% | +4.6% |
| 3M | +17.5% | -1.0% | +18.5% | +17.5% |
| 6M | +16.2% | +4.0% | +12.2% | +15.8% |
| YTD | +48.8% | +6.8% | +42.0% | +44.7% |
| 1Y | +64.1% | +5.3% | +58.8% | +59.2% |
| All | +64.1% | +5.1% | +59.0% | +59.2% |
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