+325.0%
COP vs FN
+850.1%
-525.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +1.0% |
| 7D | +0.7% | +8.0% | -7.3% | -0.6% |
| 30D | +0.2% | -19.1% | +19.4% | +2.1% |
| 3M | +10.2% | -29.8% | +40.0% | +13.5% |
| 6M | +20.1% | -43.2% | +63.3% | +25.8% |
| YTD | +50.5% | -18.9% | +69.5% | +45.4% |
| 1Y | +56.8% | -17.9% | +74.7% | +50.3% |
| 3Y | +30.3% | +120.1% | -89.8% | -4.2% |
| 5Y | +126.8% | +206.7% | -79.9% | +46.4% |
| 10Y | +325.0% | +804.7% | -479.7% | +114.3% |
| All | +325.0% | +850.1% | -525.1% | +114.3% |
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