+47.8%
COF vs FDX
+63.0%
-15.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.7% |
| 7D | -2.7% | -2.3% | -0.3% | -1.6% |
| 30D | -3.4% | -4.9% | +1.5% | -1.2% |
| 3M | +15.4% | -6.5% | +21.9% | +18.5% |
| 6M | +14.4% | +6.7% | +7.8% | +9.8% |
| YTD | -12.0% | +33.9% | -45.9% | -24.2% |
| 1Y | -3.7% | +72.2% | -75.9% | -26.5% |
| 3Y | +121.1% | +60.2% | +60.8% | +68.3% |
| 5Y | +47.8% | +62.9% | -15.1% | +4.5% |
| All | +47.8% | +63.0% | -15.2% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling