+240.0%
COF vs FE
+114.8%
+125.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.1% | -1.7% | -4.4% | -5.5% |
| 30D | -5.2% | -1.3% | -3.9% | -4.7% |
| 3M | +17.0% | +0.6% | +16.4% | +16.5% |
| 6M | +12.9% | -6.8% | +19.8% | +15.6% |
| YTD | -13.5% | +6.4% | -20.0% | -16.2% |
| 1Y | -5.9% | +11.3% | -17.1% | -10.5% |
| 3Y | +117.1% | +47.1% | +70.1% | +79.8% |
| 5Y | +45.4% | +50.4% | -5.0% | +18.1% |
| All | +240.0% | +114.8% | +125.3% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling