+335.4%
COP vs FITB
+284.6%
+50.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | -0.8% | +2.8% | -3.7% | -2.3% |
| 30D | +15.6% | -4.5% | +20.1% | +18.2% |
| 3M | +14.3% | +5.7% | +8.7% | +10.3% |
| 6M | +17.0% | +17.1% | -0.1% | +5.6% |
| YTD | +47.4% | +18.3% | +29.1% | +31.3% |
| 1Y | +52.4% | +23.9% | +28.5% | +31.8% |
| 3Y | +20.8% | +131.1% | -110.3% | -29.5% |
| 5Y | +191.7% | +71.1% | +120.6% | +89.9% |
| All | +335.4% | +284.6% | +50.8% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling