-56.3%
FIG vs COP
+58.8%
-115.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.2% |
| 7D | -12.6% | -8.4% | -4.2% | -12.2% |
| 30D | -13.8% | +0.3% | -14.1% | -14.3% |
| 3M | -16.7% | +15.1% | -31.8% | -18.4% |
| 6M | -6.1% | +19.8% | -25.9% | -9.0% |
| YTD | -48.1% | +46.8% | -94.9% | -51.2% |
| All | -56.3% | +58.8% | -115.2% | -60.2% |
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