-8.5%
COF vs FGI
+45.3%
-53.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -5.8% | -1.4% | -4.4% | -5.8% |
| 30D | -0.3% | -3.2% | +2.9% | -0.3% |
| 3M | -8.5% | +64.1% | -72.6% | -9.5% |
| 6M | +5.6% | +17.2% | -11.6% | +4.6% |
| YTD | -17.1% | +31.6% | -48.7% | -19.4% |
| All | -8.5% | +45.3% | -53.8% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling