+28.1%
COP vs FE
+47.6%
-19.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -6.1% | -0.5% | -5.6% | -6.1% |
| 30D | +1.1% | +4.3% | -3.2% | +0.8% |
| 3M | +10.9% | +0.4% | +10.6% | +10.9% |
| 6M | +20.8% | +6.9% | +13.8% | +20.1% |
| YTD | +48.0% | +8.0% | +40.0% | +46.9% |
| 1Y | +58.5% | +4.8% | +53.7% | +57.6% |
| 3Y | +28.1% | +49.0% | -20.8% | +24.4% |
| All | +28.1% | +47.6% | -19.5% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling