+62.2%
COP vs FITB
+29.2%
+33.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | +3.4% | +0.8% | +2.6% | +3.4% |
| 30D | -0.6% | +7.3% | -7.9% | -0.4% |
| 3M | +10.8% | -6.3% | +17.1% | +10.6% |
| 6M | +19.6% | +12.6% | +7.1% | +19.5% |
| YTD | +52.9% | +18.0% | +34.9% | +47.4% |
| 1Y | +62.2% | +28.9% | +33.3% | +49.9% |
| All | +62.2% | +29.2% | +33.0% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling