+48.1%
COP vs FRMI
-78.6%
+126.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | +1.0% | +10.9% | -9.9% | +1.0% |
| 30D | +9.6% | -24.3% | +33.9% | +9.6% |
| 3M | +15.0% | -21.8% | +36.8% | +14.9% |
| 6M | +21.8% | -33.0% | +54.8% | +21.5% |
| YTD | +49.6% | -32.6% | +82.2% | +49.3% |
| All | +48.1% | -78.6% | +126.6% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling