-5.1%
COF vs FANG
+32.3%
-37.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -2.3% |
| 7D | +0.7% | -11.3% | +12.0% | -2.1% |
| 30D | +5.7% | -0.7% | +6.4% | +5.8% |
| 3M | -6.7% | -4.2% | -2.5% | -7.0% |
| 6M | +9.5% | -13.5% | +23.0% | +7.4% |
| YTD | -13.9% | +23.7% | -37.6% | -11.7% |
| 1Y | -5.1% | +34.3% | -39.4% | -2.5% |
| All | -5.1% | +32.3% | -37.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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