+300.5%
COP vs FND
+57.9%
+242.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | +4.4% | -6.8% | +11.2% | +5.5% |
| 30D | 0.0% | +8.0% | -8.0% | -1.8% |
| 3M | +15.0% | -18.9% | +34.0% | +18.2% |
| 6M | +22.0% | +4.7% | +17.3% | +18.2% |
| YTD | +55.3% | -21.6% | +76.9% | +57.0% |
| 1Y | +64.1% | -22.0% | +86.1% | +65.8% |
| 3Y | +34.1% | -40.4% | +74.5% | +37.2% |
| 5Y | +133.4% | -63.8% | +197.2% | +155.8% |
| All | +300.5% | +57.9% | +242.7% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling