+191.7%
COP vs FTI
+1,110.9%
-919.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 3M | +14.3% | +13.8% | +0.6% | +6.8% |
| 6M | +17.0% | +24.3% | -7.3% | +4.0% |
| YTD | +47.4% | +75.8% | -28.3% | +10.0% |
| 1Y | +52.4% | +99.6% | -47.2% | +6.4% |
| 3Y | +20.8% | +278.4% | -257.6% | -40.6% |
| 5Y | +191.7% | +1,168.7% | -977.0% | -27.3% |
| All | +191.7% | +1,110.9% | -919.3% | -27.3% |
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