+5,197.0%
COF vs FDX
+3,317.2%
+1,879.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | -0.2% |
| 7D | -3.4% | +5.2% | -8.6% | -6.4% |
| 30D | +0.4% | +11.3% | -10.9% | -6.2% |
| 3M | -12.5% | -4.1% | -8.4% | -10.9% |
| 6M | +8.3% | +9.6% | -1.3% | +1.1% |
| YTD | -18.6% | +40.9% | -59.5% | -35.3% |
| 1Y | -8.6% | +53.0% | -61.6% | -31.0% |
| 3Y | +94.7% | +74.1% | +20.6% | +29.6% |
| 5Y | +35.3% | +75.1% | -39.7% | -14.6% |
| 10Y | +185.1% | +156.9% | +28.2% | +30.4% |
| All | +5,197.0% | +3,317.2% | +1,879.8% | +578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling