+35.7%
COF vs FDS
-23.2%
+58.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.4% | +1.5% | -4.8% | -3.8% |
| 30D | +0.4% | +14.8% | -14.4% | -4.0% |
| 3M | -12.5% | +16.3% | -28.8% | -17.0% |
| 6M | +8.3% | +66.2% | -57.9% | -10.7% |
| YTD | -18.6% | +16.2% | -34.8% | -23.3% |
| 1Y | -8.6% | +21.8% | -30.5% | -16.2% |
| 3Y | +94.7% | -23.9% | +118.6% | +121.5% |
| All | +35.7% | -23.2% | +58.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling