-51.7%
FIG vs COP
+61.7%
-113.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.2% | +10.4% | +5.4% |
| 7D | -4.7% | -8.1% | +3.5% | -4.4% |
| 30D | +0.5% | +6.7% | -6.1% | -0.5% |
| 3M | -18.4% | +16.9% | -35.3% | -19.9% |
| 6M | +10.9% | +11.2% | -0.3% | +9.0% |
| YTD | -40.8% | +49.5% | -90.3% | -43.1% |
| 1Y | -51.7% | +60.7% | -112.4% | -53.7% |
| All | -51.7% | +61.7% | -113.4% | -53.7% |
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