-5.7%
COF vs FIGR
-3.1%
-2.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.0% |
| 7D | -5.1% | -3.0% | -2.1% | -4.9% |
| 30D | -6.0% | +13.7% | -19.7% | -7.6% |
| 3M | +14.8% | +23.9% | -9.0% | +11.5% |
| 6M | +15.3% | -8.4% | +23.8% | +14.6% |
| YTD | -13.0% | -14.6% | +1.6% | -13.7% |
| 1Y | -5.7% | +12.1% | -17.8% | -7.9% |
| All | -5.7% | -3.1% | -2.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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