+44.6%
COP vs FND
-36.4%
+81.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.8% |
| 7D | +3.0% | -5.2% | +8.2% | +2.1% |
| 30D | +17.5% | -19.9% | +37.4% | +13.3% |
| 3M | +13.4% | +2.7% | +10.6% | +14.4% |
| 6M | +17.7% | -21.7% | +39.4% | +20.0% |
| YTD | +46.6% | -17.5% | +64.1% | +48.7% |
| 1Y | +44.6% | -39.3% | +83.9% | +41.7% |
| All | +44.6% | -36.4% | +81.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling