+1,671.8%
COP vs FE
+561.4%
+1,110.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +3.0% | +1.9% | +1.1% | +2.2% |
| 30D | +17.5% | -1.2% | +18.6% | +18.0% |
| 3M | +13.4% | +3.5% | +9.9% | +11.6% |
| 6M | +17.7% | -6.1% | +23.8% | +20.3% |
| YTD | +46.6% | +7.6% | +39.0% | +41.5% |
| 1Y | +44.6% | +11.9% | +32.7% | +37.2% |
| 3Y | +20.7% | +48.4% | -27.7% | -0.1% |
| 5Y | +185.0% | +44.8% | +140.3% | +136.0% |
| 10Y | +347.0% | +115.9% | +231.1% | +198.2% |
| All | +1,671.8% | +561.4% | +1,110.4% | +745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling