+242.0%
COF vs FANG
+182.5%
+59.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.1% | +2.9% | -8.0% | -6.1% |
| 30D | -6.0% | +2.6% | -8.6% | -7.0% |
| 3M | +14.8% | +7.6% | +7.3% | +11.0% |
| 6M | +15.3% | +17.3% | -2.0% | +6.8% |
| YTD | -13.0% | +38.7% | -51.7% | -24.6% |
| 1Y | -5.7% | +51.6% | -57.4% | -21.2% |
| 3Y | +118.1% | +50.0% | +68.2% | +79.7% |
| 5Y | +46.2% | +237.6% | -191.3% | -13.5% |
| All | +242.0% | +182.5% | +59.5% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling