+123.1%
COP vs FTI
+836.2%
-713.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -6.1% | -3.3% | -2.8% | -4.6% |
| 30D | +1.1% | -7.2% | +8.3% | +4.6% |
| 3M | +10.9% | -12.9% | +23.8% | +18.2% |
| 6M | +20.8% | -7.9% | +28.6% | +24.4% |
| YTD | +48.0% | +45.2% | +2.9% | +20.8% |
| 1Y | +58.5% | +48.1% | +10.5% | +28.1% |
| 3Y | +28.1% | +205.0% | -176.9% | -30.2% |
| All | +123.1% | +836.2% | -713.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling