+20.8%
COP vs FTI
+284.3%
-263.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.6% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | +15.6% | +12.3% | +3.2% | +9.2% |
| 3M | +14.3% | +13.8% | +0.6% | +7.0% |
| 6M | +17.0% | +24.3% | -7.3% | +4.3% |
| YTD | +47.4% | +75.8% | -28.3% | +10.4% |
| 1Y | +52.4% | +99.6% | -47.2% | +7.0% |
| 3Y | +20.8% | +278.4% | -257.6% | -37.4% |
| All | +20.8% | +284.3% | -263.4% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling