+1,294.0%
COP vs FLR
+603.8%
+690.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.3% |
| 7D | +3.0% | +5.4% | -2.4% | +1.2% |
| 30D | +17.5% | +11.4% | +6.1% | +12.1% |
| 3M | +13.4% | +11.4% | +2.0% | +7.0% |
| 6M | +17.7% | +16.6% | +1.1% | +7.5% |
| YTD | +46.6% | +41.7% | +4.9% | +24.4% |
| 1Y | +44.6% | +35.4% | +9.2% | +23.1% |
| 3Y | +20.7% | +57.3% | -36.6% | -10.0% |
| 5Y | +185.0% | +241.0% | -55.9% | +53.9% |
| 10Y | +347.0% | +16.6% | +330.3% | +180.6% |
| All | +1,294.0% | +603.8% | +690.1% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling