+47.8%
COF vs FFIV
+100.0%
-52.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -3.4% |
| 7D | -2.7% | +3.5% | -6.1% | -4.4% |
| 30D | -3.4% | -1.3% | -2.1% | -3.1% |
| 3M | +15.4% | +2.4% | +13.0% | +12.8% |
| 6M | +14.4% | +41.8% | -27.4% | -7.9% |
| YTD | -12.0% | +58.5% | -70.5% | -33.9% |
| 1Y | -3.7% | +24.3% | -28.1% | -17.3% |
| 3Y | +121.1% | +152.0% | -31.0% | +22.8% |
| 5Y | +47.8% | +99.1% | -51.3% | -8.8% |
| All | +47.8% | +100.0% | -52.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling