+30.9%
F vs COP
+48.9%
-18.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.2% |
| 7D | +5.3% | +3.0% | +2.3% | +6.1% |
| 30D | +4.6% | +17.5% | -12.9% | +8.7% |
| 3M | -3.7% | +13.4% | -17.0% | -0.5% |
| 6M | +16.8% | +17.7% | -0.9% | +20.2% |
| YTD | +15.3% | +46.6% | -31.3% | +16.4% |
| All | +30.9% | +48.9% | -18.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling