+53.3%
COP vs FTV
+17.4%
+35.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +11.7% | -9.5% | +21.2% | +11.5% |
| 3M | +17.7% | -10.9% | +28.6% | +17.3% |
| 6M | +18.3% | -0.6% | +18.9% | +16.4% |
| YTD | +49.1% | +1.4% | +47.6% | +44.1% |
| 1Y | +53.3% | +17.6% | +35.7% | +41.2% |
| All | +53.3% | +17.4% | +35.9% | +41.2% |
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