+16.2%
COP vs FE
+3.5%
+12.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -11.5% | -1.0% | -10.5% | -11.5% |
| 30D | +5.0% | +4.1% | +0.8% | +4.8% |
| 3M | +17.5% | -1.0% | +18.5% | +17.3% |
| 6M | +16.2% | +4.0% | +12.2% | +17.8% |
| All | +16.2% | +3.5% | +12.8% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling