+34.1%
COP vs FFIV
+95.4%
-61.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.0% |
| 7D | +4.4% | -0.5% | +5.0% | +4.5% |
| 30D | 0.0% | -32.4% | +32.4% | +5.3% |
| 3M | +15.0% | -25.7% | +40.7% | +18.8% |
| 6M | +22.0% | -13.5% | +35.5% | +20.9% |
| YTD | +55.3% | +21.1% | +34.2% | +40.4% |
| 1Y | +64.1% | +29.4% | +34.7% | +45.6% |
| 3Y | +34.1% | +94.9% | -60.8% | +4.1% |
| All | +34.1% | +95.4% | -61.3% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling