+242.0%
COF vs FDS
+64.8%
+177.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -5.1% | -14.0% | +8.8% | +1.6% |
| 30D | -6.0% | -6.2% | +0.2% | -3.6% |
| 3M | +14.8% | +10.2% | +4.7% | +7.6% |
| 6M | +15.3% | +27.4% | -12.1% | -2.2% |
| YTD | -13.0% | -9.3% | -3.8% | -12.5% |
| 1Y | -5.7% | -28.6% | +22.9% | +7.3% |
| 3Y | +118.1% | -36.8% | +154.9% | +161.8% |
| 5Y | +46.2% | -28.6% | +74.8% | +58.6% |
| All | +242.0% | +64.8% | +177.2% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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