+5,292.0%
COF vs FAST
+13,452.8%
-8,160.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -3.1% |
| 7D | -5.8% | +3.8% | -9.6% | -7.6% |
| 30D | -0.3% | +8.1% | -8.4% | -4.3% |
| 3M | -8.5% | +5.8% | -14.3% | -11.3% |
| 6M | +5.6% | +24.9% | -19.2% | -6.3% |
| YTD | -17.1% | +38.9% | -56.0% | -30.6% |
| 1Y | -7.4% | +36.5% | -43.9% | -21.8% |
| 3Y | +99.1% | +98.1% | +0.9% | +37.2% |
| 5Y | +39.5% | +109.3% | -69.8% | -7.2% |
| 10Y | +208.1% | +547.9% | -339.8% | +14.2% |
| All | +5,292.0% | +13,452.8% | -8,160.8% | +494.1% |
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