+340.2%
COP vs FTV
+78.2%
+262.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.8% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | +11.7% | -9.5% | +21.2% | +18.1% |
| 3M | +17.7% | -10.9% | +28.6% | +24.3% |
| 6M | +18.3% | -0.6% | +18.9% | +15.8% |
| YTD | +49.1% | +1.4% | +47.6% | +42.3% |
| 1Y | +53.3% | +17.6% | +35.7% | +32.4% |
| 3Y | +22.2% | -3.3% | +25.4% | +15.8% |
| 5Y | +193.3% | -0.1% | +193.5% | +162.7% |
| 10Y | +340.2% | +82.5% | +257.7% | +153.1% |
| All | +340.2% | +78.2% | +262.0% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling