+120.8%
COF vs FFIV
+151.3%
-30.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -3.1% |
| 7D | -2.7% | +3.5% | -6.1% | -4.1% |
| 30D | -3.4% | -1.3% | -2.1% | -3.1% |
| 3M | +15.4% | +2.4% | +13.0% | +13.3% |
| 6M | +14.4% | +41.8% | -27.4% | -5.0% |
| YTD | -12.0% | +58.5% | -70.5% | -31.3% |
| 1Y | -3.7% | +24.3% | -28.1% | -15.1% |
| All | +120.8% | +151.3% | -30.5% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling