+325.1%
COP vs FFIV
+224.0%
+101.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | +15.6% | -2.7% | +18.2% | +16.4% |
| 3M | +14.3% | -1.7% | +16.0% | +13.8% |
| 6M | +17.0% | +36.1% | -19.1% | +1.8% |
| YTD | +47.4% | +52.6% | -5.2% | +21.8% |
| 1Y | +52.4% | +21.5% | +30.9% | +37.0% |
| 3Y | +20.8% | +142.7% | -121.9% | -21.2% |
| 5Y | +191.7% | +92.6% | +99.1% | +102.0% |
| 10Y | +325.1% | +225.5% | +99.6% | +94.8% |
| All | +325.1% | +224.0% | +101.1% | +94.8% |
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