+1,685.8%
COF vs FE
+563.9%
+1,121.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -6.2% | -0.5% | -5.6% | -5.9% |
| 30D | -1.7% | +4.3% | -6.0% | -3.8% |
| 3M | -10.2% | +0.4% | -10.6% | -10.5% |
| 6M | +4.2% | +6.9% | -2.8% | +0.4% |
| YTD | -18.2% | +8.0% | -26.3% | -22.0% |
| 1Y | -9.7% | +4.8% | -14.6% | -12.7% |
| 3Y | +95.0% | +49.0% | +46.1% | +54.1% |
| 5Y | +36.8% | +46.2% | -9.4% | +7.5% |
| 10Y | +192.6% | +120.9% | +71.7% | +75.1% |
| All | +1,685.8% | +563.9% | +1,121.9% | +564.9% |
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