+341.9%
COP vs FTV
+124.8%
+217.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -4.0% | -2.8% |
| 7D | -8.4% | +0.4% | -8.8% | -8.8% |
| 30D | +0.3% | +17.2% | -16.9% | -8.9% |
| 3M | +15.1% | +8.9% | +6.2% | +8.7% |
| 6M | +19.8% | +11.3% | +8.5% | +10.2% |
| YTD | +46.8% | +21.9% | +24.9% | +25.3% |
| 1Y | +59.7% | +31.6% | +28.2% | +29.7% |
| 3Y | +28.7% | +38.1% | -9.4% | -2.3% |
| 5Y | +110.7% | +15.7% | +95.0% | +74.4% |
| 10Y | +298.3% | +107.5% | +190.8% | +113.5% |
| All | +341.9% | +124.8% | +217.1% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling