+53.0%
COF vs FGI
-69.8%
+122.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.6% |
| 7D | +1.2% | +5.2% | -3.9% | +1.2% |
| 30D | -1.4% | +65.2% | -66.6% | -2.6% |
| 3M | +19.0% | +30.2% | -11.1% | +17.7% |
| 6M | +14.9% | +87.8% | -72.9% | +12.0% |
| YTD | -10.7% | +32.5% | -43.1% | -12.5% |
| 1Y | -1.3% | +93.6% | -94.9% | -4.6% |
| 3Y | +124.3% | -2.6% | +126.9% | +118.7% |
| All | +53.0% | -69.8% | +122.8% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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