+340.2%
COP vs USFR
+28.0%
+312.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | +11.7% | +0.3% | +11.4% | +11.5% |
| 3M | +17.7% | +1.0% | +16.7% | +16.9% |
| 6M | +18.3% | +1.9% | +16.4% | +16.8% |
| YTD | +49.1% | +2.7% | +46.4% | +46.6% |
| 1Y | +53.3% | +4.0% | +49.3% | +49.5% |
| 3Y | +22.2% | +14.0% | +8.1% | +12.1% |
| 5Y | +193.3% | +20.4% | +172.9% | +155.0% |
| 10Y | +340.2% | +28.0% | +312.2% | +263.8% |
| All | +340.2% | +28.0% | +312.2% | +263.8% |
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