+57.0%
COF vs FGI
-70.4%
+127.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.5% |
| 7D | +1.8% | +0.5% | +1.3% | +1.8% |
| 30D | -0.6% | +65.4% | -66.0% | -1.8% |
| 3M | +20.3% | +23.5% | -3.2% | +19.0% |
| 6M | +13.0% | +60.5% | -47.5% | +10.4% |
| YTD | -8.3% | +30.0% | -38.3% | -10.2% |
| 1Y | -1.5% | +82.1% | -83.5% | -4.7% |
| 3Y | +122.3% | -4.4% | +126.6% | +116.7% |
| All | +57.0% | -70.4% | +127.4% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling