+233.0%
COP vs USFR
+28.6%
+204.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -0.6% | +0.4% | -1.0% | -0.8% |
| 3M | +10.8% | +1.0% | +9.7% | +10.0% |
| 6M | +19.6% | +2.0% | +17.6% | +18.1% |
| YTD | +52.9% | +3.4% | +49.5% | +49.6% |
| 1Y | +62.2% | +4.1% | +58.1% | +58.1% |
| 3Y | +32.4% | +14.4% | +17.9% | +21.4% |
| 5Y | +129.7% | +21.4% | +108.3% | +102.2% |
| 10Y | +331.8% | +28.5% | +303.2% | +265.8% |
| All | +233.0% | +28.6% | +204.4% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling