+219.2%
COP vs USFR
+27.5%
+191.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +17.5% | +0.3% | +17.2% | +17.3% |
| 3M | +13.4% | +1.0% | +12.4% | +12.6% |
| 6M | +17.7% | +1.9% | +15.8% | +16.3% |
| YTD | +46.6% | +2.6% | +44.0% | +44.2% |
| 1Y | +44.6% | +4.0% | +40.6% | +41.0% |
| 3Y | +20.7% | +14.1% | +6.6% | +10.9% |
| 5Y | +185.0% | +20.4% | +164.6% | +152.2% |
| 10Y | +347.0% | +28.0% | +319.0% | +279.8% |
| All | +219.2% | +27.5% | +191.7% | +166.8% |
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