+1,697.4%
COF vs FE
+564.6%
+1,132.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -2.0% | +3.6% | -5.6% | -3.7% |
| 3M | -9.7% | +0.3% | -10.1% | -10.0% |
| 6M | +8.0% | +6.4% | +1.6% | +4.3% |
| YTD | -17.7% | +8.1% | -25.8% | -21.5% |
| 1Y | -9.3% | +4.6% | -13.9% | -12.2% |
| 3Y | +96.3% | +49.1% | +47.2% | +55.0% |
| 5Y | +37.0% | +46.1% | -9.1% | +7.7% |
| 10Y | +188.1% | +122.7% | +65.4% | +71.6% |
| All | +1,697.4% | +564.6% | +1,132.8% | +568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling