+28.1%
COP vs USFR
+14.4%
+13.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | +1.1% | +0.4% | +0.7% | +0.9% |
| 3M | +10.9% | +1.1% | +9.9% | +9.9% |
| 6M | +20.8% | +2.1% | +18.7% | +18.5% |
| YTD | +48.0% | +3.4% | +44.6% | +44.7% |
| 1Y | +58.5% | +4.1% | +54.4% | +54.2% |
| 3Y | +28.1% | +14.4% | +13.7% | +42.5% |
| All | +28.1% | +14.4% | +13.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling