+20.8%
COP vs FLR
+60.4%
-39.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +15.6% | -0.7% | +16.3% | +15.5% |
| 3M | +14.3% | +14.3% | 0.0% | +12.2% |
| 6M | +17.0% | +25.6% | -8.6% | +12.7% |
| YTD | +47.4% | +42.9% | +4.6% | +38.8% |
| 1Y | +52.4% | +38.7% | +13.7% | +43.1% |
| 3Y | +20.8% | +61.8% | -41.0% | +3.5% |
| All | +20.8% | +60.4% | -39.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling