+173.6%
COF vs FAST
+546.1%
-372.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.0% | +5.0% | -10.0% | -7.8% |
| 30D | -2.3% | +8.6% | -10.8% | -7.0% |
| 3M | -12.7% | +6.9% | -19.6% | -16.3% |
| 6M | +6.2% | +29.6% | -23.4% | -9.6% |
| YTD | -19.2% | +41.4% | -60.6% | -35.1% |
| 1Y | -11.5% | +38.5% | -50.0% | -28.1% |
| 3Y | +92.8% | +98.7% | -5.9% | +23.2% |
| 5Y | +34.3% | +108.0% | -73.7% | -18.0% |
| All | +173.6% | +546.1% | -372.4% | -3.4% |
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