+60.7%
COP vs FTV
+37.8%
+22.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.3% | -7.5% | -5.0% |
| 7D | -8.1% | +6.6% | -14.7% | -7.7% |
| 30D | +6.7% | +19.1% | -12.4% | +7.7% |
| 3M | +16.9% | +13.1% | +3.8% | +17.6% |
| 6M | +11.2% | +14.0% | -2.8% | +11.3% |
| YTD | +49.5% | +24.2% | +25.3% | +46.6% |
| 1Y | +60.7% | +36.4% | +24.3% | +58.7% |
| All | +60.7% | +37.8% | +22.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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