-53.4%
FIG vs COP
+61.4%
-114.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +2.6% | +3.4% | -0.8% | +2.4% |
| 30D | -13.1% | -0.6% | -12.5% | -13.3% |
| 3M | -20.3% | +10.8% | -31.1% | -21.4% |
| 6M | -2.1% | +19.6% | -21.7% | -4.9% |
| YTD | -49.4% | +52.9% | -102.3% | -52.4% |
| All | -53.4% | +61.4% | -114.7% | -58.3% |
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