+240.0%
COF vs FFIV
+238.2%
+1.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.9% |
| 7D | -6.1% | +1.6% | -7.7% | -7.0% |
| 30D | -5.2% | -3.7% | -1.4% | -3.5% |
| 3M | +17.0% | +2.0% | +15.0% | +14.5% |
| 6M | +12.9% | +39.3% | -26.4% | -8.7% |
| YTD | -13.5% | +56.1% | -69.7% | -34.9% |
| 1Y | -5.9% | +22.0% | -27.8% | -18.9% |
| 3Y | +117.1% | +148.2% | -31.1% | +21.2% |
| 5Y | +45.4% | +96.3% | -50.9% | -9.5% |
| All | +240.0% | +238.2% | +1.9% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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