+325.0%
COP vs USFR
+28.5%
+296.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +0.2% | +0.4% | -0.2% | 0.0% |
| 3M | +10.2% | +1.1% | +9.1% | +9.4% |
| 6M | +20.1% | +2.1% | +18.1% | +18.4% |
| YTD | +50.5% | +3.4% | +47.1% | +47.0% |
| 1Y | +56.8% | +4.1% | +52.7% | +52.5% |
| 3Y | +30.3% | +14.4% | +15.9% | +18.7% |
| 5Y | +126.8% | +21.4% | +105.4% | +94.5% |
| 10Y | +325.0% | +28.5% | +296.4% | +238.5% |
| All | +325.0% | +28.5% | +296.4% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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