-80.3%
FIG vs COP
+47.4%
-127.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.7% |
| 7D | -16.4% | -0.8% | -15.5% | -16.3% |
| 30D | -2.3% | +15.6% | -17.9% | -3.3% |
| 3M | +7.8% | +14.3% | -6.5% | +6.0% |
| 6M | -21.8% | +17.0% | -38.8% | -22.5% |
| YTD | -39.1% | +47.4% | -86.6% | -39.9% |
| 1Y | -56.6% | +52.4% | -109.0% | -57.4% |
| All | -80.3% | +47.4% | -127.7% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling