+60.7%
COP vs FND
-10.3%
+70.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.9% | -16.1% | -2.8% |
| 7D | -8.1% | +12.3% | -20.5% | -5.5% |
| 30D | +6.7% | +14.7% | -8.1% | +10.3% |
| 3M | +16.9% | -12.0% | +28.9% | +15.1% |
| 6M | +11.2% | +10.8% | +0.4% | +15.0% |
| YTD | +49.5% | -12.3% | +61.8% | +54.0% |
| 1Y | +60.7% | -13.4% | +74.1% | +65.5% |
| All | +60.7% | -10.3% | +70.9% | +65.5% |
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