+281.7%
COP vs FND
+70.0%
+211.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.4% |
| 7D | -6.1% | +6.8% | -12.9% | -7.3% |
| 30D | +1.1% | +13.1% | -11.9% | -1.4% |
| 3M | +10.9% | -13.1% | +24.0% | +12.8% |
| 6M | +20.8% | -0.6% | +21.3% | +18.3% |
| YTD | +48.0% | -15.5% | +63.6% | +47.9% |
| 1Y | +58.5% | -13.7% | +72.2% | +57.3% |
| 3Y | +28.1% | -35.0% | +63.1% | +29.3% |
| 5Y | +120.5% | -60.1% | +180.5% | +137.3% |
| All | +281.7% | +70.0% | +211.6% | +177.2% |
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 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