+191.7%
COP vs USFR
+20.5%
+171.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.7% |
| 30D | +15.6% | +0.3% | +15.3% | +16.4% |
| 3M | +14.3% | +1.0% | +13.4% | +16.9% |
| 6M | +17.0% | +1.9% | +15.1% | +22.5% |
| YTD | +47.4% | +2.7% | +44.8% | +57.4% |
| 1Y | +52.4% | +4.0% | +48.4% | +68.6% |
| 3Y | +20.8% | +14.0% | +6.8% | +78.5% |
| 5Y | +191.7% | +20.4% | +171.3% | +385.7% |
| All | +191.7% | +20.5% | +171.2% | +385.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling