+325.0%
COP vs FLR
+9.0%
+316.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.7% | +6.3% | -5.7% | -1.2% |
| 30D | +0.2% | +1.8% | -1.6% | -0.7% |
| 3M | +10.2% | -4.4% | +14.6% | +10.8% |
| 6M | +20.1% | +15.9% | +4.2% | +12.1% |
| YTD | +50.5% | +27.7% | +22.8% | +34.0% |
| 1Y | +56.8% | +11.6% | +45.2% | +44.9% |
| 3Y | +30.3% | +39.9% | -9.6% | +4.2% |
| 5Y | +126.8% | +127.5% | -0.7% | +50.0% |
| 10Y | +325.0% | +11.6% | +313.4% | +169.7% |
| All | +325.0% | +9.0% | +316.0% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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