+346.1%
COP vs FN
+900.0%
-553.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.5% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | +17.5% | -22.0% | +39.5% | +20.7% |
| 3M | +13.4% | -43.0% | +56.4% | +20.7% |
| 6M | +17.7% | -27.7% | +45.5% | +19.0% |
| YTD | +46.6% | -10.5% | +57.1% | +41.6% |
| 1Y | +44.6% | +12.5% | +32.1% | +32.8% |
| 3Y | +20.7% | +153.8% | -133.1% | -12.1% |
| 5Y | +185.0% | +288.0% | -103.0% | +77.9% |
| All | +346.1% | +900.0% | -553.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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