+47.8%
COF vs FE
+46.0%
+1.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -3.4% | -1.2% | -2.2% | -3.1% |
| 3M | +15.4% | +1.7% | +13.8% | +14.7% |
| 6M | +14.4% | -7.5% | +21.9% | +16.6% |
| YTD | -12.0% | +6.3% | -18.3% | -14.0% |
| 1Y | -3.7% | +10.9% | -14.6% | -7.2% |
| 3Y | +121.1% | +46.9% | +74.1% | +87.1% |
| 5Y | +47.8% | +47.6% | +0.2% | +22.5% |
| All | +47.8% | +46.0% | +1.8% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling