-83.7%
FIG vs COP
+48.8%
-132.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | -13.1% | -11.5% | -1.6% | -12.8% |
| 30D | -13.0% | +5.0% | -17.9% | -13.7% |
| 3M | -21.5% | +17.5% | -39.0% | -22.7% |
| 6M | -2.5% | +16.2% | -18.7% | -4.4% |
| YTD | -49.7% | +48.8% | -98.4% | -50.6% |
| 1Y | -59.1% | +64.1% | -123.2% | -59.4% |
| All | -83.7% | +48.8% | -132.5% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling