+5,862.8%
COF vs FAST
+12,156.3%
-6,293.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -0.6% | -0.8% | +0.2% | -0.3% |
| 3M | +20.3% | +5.8% | +14.5% | +16.6% |
| 6M | +13.0% | +8.0% | +5.0% | +7.9% |
| YTD | -8.3% | +25.6% | -34.0% | -19.1% |
| 1Y | -1.5% | +0.8% | -2.3% | -3.1% |
| 3Y | +122.3% | +86.1% | +36.1% | +58.1% |
| 5Y | +52.5% | +100.2% | -47.7% | +3.9% |
| 10Y | +264.9% | +494.2% | -229.3% | +41.4% |
| All | +5,862.8% | +12,156.3% | -6,293.6% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling