-55.8%
FIG vs COP
+46.5%
-102.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | -16.3% | +3.0% | -19.3% | -16.5% |
| 30D | -14.3% | +17.5% | -31.8% | -15.9% |
| 3M | +7.2% | +13.4% | -6.2% | +4.8% |
| 6M | -18.6% | +17.7% | -36.4% | -20.1% |
| YTD | -35.5% | +46.6% | -82.0% | -38.6% |
| 1Y | -55.8% | +44.6% | -100.4% | -58.8% |
| All | -55.8% | +46.5% | -102.3% | -58.8% |
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