+294.3%
COP vs FND
+61.4%
+232.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.3% |
| 7D | +3.4% | -5.1% | +8.5% | +4.2% |
| 30D | -0.6% | +9.2% | -9.8% | -2.5% |
| 3M | +10.8% | -17.7% | +28.5% | +13.6% |
| 6M | +19.6% | +2.5% | +17.1% | +16.4% |
| YTD | +52.9% | -19.8% | +72.7% | +54.0% |
| 1Y | +62.2% | -22.7% | +84.9% | +64.3% |
| 3Y | +32.4% | -38.3% | +70.7% | +34.6% |
| 5Y | +129.7% | -63.0% | +192.7% | +151.0% |
| All | +294.3% | +61.4% | +232.9% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling