+341.3%
COP vs FTV
+90.8%
+250.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +3.0% | -4.5% | +7.5% | +5.6% |
| 30D | +17.5% | -7.1% | +24.5% | +22.3% |
| 3M | +13.4% | -7.2% | +20.5% | +16.8% |
| 6M | +17.7% | -1.5% | +19.2% | +16.0% |
| YTD | +46.6% | +3.5% | +43.1% | +38.4% |
| 1Y | +44.6% | +20.3% | +24.3% | +23.4% |
| 3Y | +20.7% | -3.1% | +23.8% | +14.7% |
| 5Y | +185.0% | +2.3% | +182.7% | +151.7% |
| 10Y | +347.0% | +76.3% | +270.7% | +163.9% |
| All | +341.3% | +90.8% | +250.5% | +153.8% |
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