-5.7%
COF vs FDX
+76.4%
-82.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.1% | -3.3% | -1.9% | -3.9% |
| 30D | -6.0% | -4.5% | -1.5% | -4.4% |
| 3M | +14.8% | -7.3% | +22.2% | +18.1% |
| 6M | +15.3% | +7.5% | +7.8% | +9.4% |
| YTD | -13.0% | +35.1% | -48.1% | -25.9% |
| 1Y | -5.7% | +71.4% | -77.1% | -26.2% |
| All | -5.7% | +76.4% | -82.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling