+170.5%
COP vs FOXA
+90.1%
+80.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.5% |
| 7D | +1.0% | -3.7% | +4.7% | +2.5% |
| 30D | +9.6% | +5.4% | +4.2% | +6.9% |
| 3M | +15.0% | -3.7% | +18.8% | +15.2% |
| 6M | +21.8% | +12.6% | +9.2% | +13.1% |
| YTD | +49.6% | -10.0% | +59.6% | +52.8% |
| 1Y | +49.9% | +15.0% | +34.8% | +36.0% |
| 3Y | +22.6% | +115.1% | -92.5% | -18.7% |
| 5Y | +193.6% | +93.0% | +100.6% | +98.5% |
| All | +170.5% | +90.1% | +80.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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