+193.3%
COP vs FND
-61.3%
+254.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +11.7% | -19.6% | +31.3% | +12.9% |
| 3M | +17.7% | -4.3% | +22.0% | +17.3% |
| 6M | +18.3% | -20.4% | +38.8% | +19.6% |
| YTD | +49.1% | -21.9% | +70.9% | +50.5% |
| 1Y | +53.3% | -45.2% | +98.5% | +60.6% |
| 3Y | +22.2% | -49.2% | +71.4% | +25.9% |
| 5Y | +193.3% | -61.8% | +255.1% | +203.8% |
| All | +193.3% | -61.3% | +254.6% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling