+340.2%
COP vs FITB
+282.4%
+57.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | +11.7% | -5.1% | +16.9% | +14.7% |
| 3M | +17.7% | +3.5% | +14.1% | +14.8% |
| 6M | +18.3% | +17.2% | +1.1% | +6.7% |
| YTD | +49.1% | +17.6% | +31.4% | +33.2% |
| 1Y | +53.3% | +23.4% | +30.0% | +32.8% |
| 3Y | +22.2% | +129.7% | -107.6% | -28.5% |
| 5Y | +193.3% | +68.4% | +124.9% | +92.8% |
| 10Y | +340.2% | +285.6% | +54.6% | +71.1% |
| All | +340.2% | +282.4% | +57.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FITB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling