+419.3%
COF vs FFIV
+5,932.0%
-5,512.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.4% |
| 7D | -3.4% | -0.5% | -2.8% | -3.3% |
| 30D | +0.4% | -32.4% | +32.8% | +8.4% |
| 3M | -12.5% | -25.7% | +13.2% | -7.7% |
| 6M | +8.3% | -13.5% | +21.8% | +10.2% |
| YTD | -18.6% | +21.1% | -39.7% | -23.4% |
| 1Y | -8.6% | +29.4% | -38.0% | -15.3% |
| 3Y | +94.7% | +94.9% | -0.2% | +65.0% |
| 5Y | +35.3% | +34.7% | +0.6% | +24.0% |
| 10Y | +185.1% | +119.0% | +66.1% | +135.6% |
| All | +419.3% | +5,932.0% | -5,512.7% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling