+255.5%
COF vs FAST
+513.5%
-258.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.3% |
| 7D | +1.2% | +1.3% | -0.1% | +0.4% |
| 30D | -1.4% | -4.7% | +3.3% | +1.4% |
| 3M | +19.0% | +7.9% | +11.1% | +13.3% |
| 6M | +14.9% | +7.4% | +7.4% | +9.0% |
| YTD | -10.7% | +25.1% | -35.8% | -22.7% |
| 1Y | -1.3% | +4.7% | -6.0% | -5.4% |
| 3Y | +124.3% | +94.7% | +29.6% | +44.6% |
| 5Y | +51.1% | +106.8% | -55.6% | -7.4% |
| All | +255.5% | +513.5% | -258.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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