+285.8%
COP vs FND
+54.9%
+230.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +1.0% | -5.1% | +6.1% | +1.8% |
| 30D | +9.6% | -22.5% | +32.1% | +14.2% |
| 3M | +15.0% | -5.0% | +20.0% | +14.5% |
| 6M | +21.8% | -21.5% | +43.3% | +24.4% |
| YTD | +49.6% | -23.0% | +72.6% | +52.7% |
| 1Y | +49.9% | -44.9% | +94.8% | +63.2% |
| 3Y | +22.6% | -50.0% | +72.6% | +30.9% |
| 5Y | +193.6% | -63.3% | +256.9% | +220.8% |
| All | +285.8% | +54.9% | +230.8% | +186.2% |
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