+56.8%
COP vs FFIV
+32.9%
+23.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | +0.7% | -2.9% | +3.6% | +0.7% |
| 30D | +0.2% | -32.4% | +32.6% | +0.5% |
| 3M | +10.2% | -22.7% | +32.9% | +10.0% |
| 6M | +20.1% | -10.7% | +30.8% | +17.4% |
| YTD | +50.5% | +25.4% | +25.2% | +39.1% |
| 1Y | +56.8% | +34.2% | +22.6% | +44.9% |
| All | +56.8% | +32.9% | +23.9% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling