+484.6%
COF vs FFIV
+7,518.9%
-7,034.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | -0.6% | -5.1% | +4.5% | +0.5% |
| 3M | +20.3% | -4.5% | +24.7% | +21.1% |
| 6M | +13.0% | +36.5% | -23.5% | +4.8% |
| YTD | -8.3% | +53.0% | -61.3% | -17.2% |
| 1Y | -1.5% | +24.2% | -25.7% | -7.0% |
| 3Y | +122.3% | +137.2% | -15.0% | +82.2% |
| 5Y | +52.5% | +91.8% | -39.3% | +30.7% |
| 10Y | +264.9% | +215.2% | +49.7% | +182.0% |
| All | +484.6% | +7,518.9% | -7,034.3% | +98.8% |
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 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