+94.7%
COF vs FGI
-16.0%
+110.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +25.9% | +0.9% |
| 7D | -3.4% | -14.4% | +11.0% | -3.3% |
| 30D | +0.4% | -11.8% | +12.1% | +0.4% |
| 3M | -12.5% | -46.2% | +33.7% | -12.3% |
| 6M | +8.3% | +5.2% | +3.1% | +7.7% |
| YTD | -18.6% | +10.5% | -29.1% | -19.5% |
| 1Y | -8.6% | +25.5% | -34.1% | -9.7% |
| 3Y | +94.7% | -16.0% | +110.7% | +96.0% |
| All | +94.7% | -16.0% | +110.7% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling