+191.7%
COP vs FTV
+4.3%
+187.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | -0.8% | -0.4% | -0.5% | -0.7% |
| 30D | +15.6% | -8.3% | +23.9% | +18.5% |
| 3M | +14.3% | -7.4% | +21.7% | +16.2% |
| 6M | +17.0% | -1.2% | +18.2% | +15.8% |
| YTD | +47.4% | +2.7% | +44.7% | +42.9% |
| 1Y | +52.4% | +18.4% | +34.0% | +39.5% |
| 3Y | +20.8% | -2.0% | +22.9% | +16.7% |
| 5Y | +191.7% | +3.4% | +188.3% | +174.8% |
| All | +191.7% | +4.3% | +187.4% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling