+5,862.8%
COF vs FHN
+472.8%
+5,389.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.8% | +1.2% | +0.6% | +1.1% |
| 30D | -0.6% | -4.7% | +4.1% | +2.4% |
| 3M | +20.3% | +3.5% | +16.7% | +17.5% |
| 6M | +13.0% | +7.8% | +5.2% | +7.8% |
| YTD | -8.3% | +5.9% | -14.2% | -11.4% |
| 1Y | -1.5% | +12.5% | -13.9% | -8.7% |
| 3Y | +122.3% | +117.2% | +5.0% | +35.5% |
| 5Y | +52.5% | +86.5% | -34.0% | -10.9% |
| 10Y | +264.9% | +125.7% | +139.1% | +81.2% |
| All | +5,862.8% | +472.8% | +5,389.9% | +1,574.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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