+60.7%
COP vs FRMI
-93.1%
+153.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.6% | +5.4% | -5.1% |
| 7D | -8.1% | -39.7% | +31.6% | -8.0% |
| 30D | +6.7% | -55.2% | +61.8% | +6.9% |
| 3M | +16.9% | -71.2% | +88.0% | +17.4% |
| 6M | +11.2% | -64.1% | +75.3% | +10.4% |
| YTD | +49.5% | -77.2% | +126.8% | +49.3% |
| 1Y | +60.7% | -93.2% | +153.8% | +65.0% |
| All | +60.7% | -93.1% | +153.8% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling