+3,193.8%
COF vs FDS
+9,502.8%
-6,309.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.2% |
| 7D | +1.8% | -1.9% | +3.7% | +2.6% |
| 30D | -0.6% | +9.0% | -9.6% | -4.7% |
| 3M | +20.3% | +18.9% | +1.4% | +9.3% |
| 6M | +13.0% | +35.1% | -22.1% | -4.9% |
| YTD | -8.3% | +5.5% | -13.8% | -14.5% |
| 1Y | -1.5% | -16.8% | +15.3% | +1.2% |
| 3Y | +122.3% | -28.1% | +150.3% | +141.8% |
| 5Y | +52.5% | -17.4% | +69.9% | +53.6% |
| 10Y | +264.9% | +85.4% | +179.4% | +151.1% |
| All | +3,193.8% | +9,502.8% | -6,309.0% | +499.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling