+498.1%
COP vs FN
+2,575.5%
-2,077.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.2% | +0.6% |
| 7D | -9.7% | -16.0% | +6.3% | -8.1% |
| 30D | +4.7% | -40.1% | +44.8% | +10.7% |
| 3M | +18.5% | -43.9% | +62.4% | +25.4% |
| 6M | +11.4% | -55.6% | +67.0% | +20.1% |
| YTD | +47.9% | -35.7% | +83.5% | +48.3% |
| 1Y | +59.3% | -39.8% | +99.2% | +60.6% |
| 3Y | +23.6% | +80.3% | -56.7% | -0.3% |
| 5Y | +113.1% | +143.3% | -30.2% | +58.3% |
| 10Y | +329.1% | +682.3% | -353.2% | +161.2% |
| All | +498.1% | +2,575.5% | -2,077.5% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling