+113.0%
COP vs FN
+170.4%
-57.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.7% | -11.1% | +0.1% |
| 7D | -11.5% | 0.0% | -11.5% | -11.6% |
| 30D | +5.0% | -34.3% | +39.3% | +6.6% |
| 3M | +17.5% | -39.9% | +57.3% | +19.6% |
| 6M | +16.2% | -51.8% | +68.1% | +19.4% |
| YTD | +48.8% | -28.1% | +76.9% | +47.0% |
| 1Y | +64.1% | -29.1% | +93.2% | +61.9% |
| 3Y | +25.7% | +102.4% | -76.8% | +8.2% |
| All | +113.0% | +170.4% | -57.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling