+325.0%
COP vs FFIV
+130.1%
+194.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.6% |
| 30D | +0.2% | -32.4% | +32.6% | +13.0% |
| 3M | +10.2% | -22.7% | +32.9% | +17.6% |
| 6M | +20.1% | -10.7% | +30.8% | +20.2% |
| YTD | +50.5% | +25.4% | +25.2% | +30.3% |
| 1Y | +56.8% | +34.2% | +22.6% | +31.8% |
| 3Y | +30.3% | +101.2% | -70.9% | -11.0% |
| 5Y | +126.8% | +42.0% | +84.9% | +75.8% |
| 10Y | +325.0% | +126.7% | +198.3% | +128.4% |
| All | +325.0% | +130.1% | +194.9% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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