+175.7%
COF vs FDS
+127.7%
+48.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -3.4% | +1.5% | -4.8% | -4.0% |
| 30D | +0.4% | +14.8% | -14.4% | -6.2% |
| 3M | -12.5% | +16.3% | -28.8% | -19.4% |
| 6M | +8.3% | +66.2% | -57.9% | -18.6% |
| YTD | -18.6% | +16.2% | -34.8% | -27.5% |
| 1Y | -8.6% | +21.8% | -30.5% | -21.3% |
| 3Y | +94.7% | -23.9% | +118.6% | +115.4% |
| 5Y | +35.3% | -23.1% | +58.5% | +45.8% |
| All | +175.7% | +127.7% | +48.1% | +49.4% |
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