-4.6%
COF vs FIGR
+5.9%
-10.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -2.7% | +14.9% | -17.5% | -4.0% |
| 30D | -3.4% | +32.3% | -35.6% | -6.4% |
| 3M | +15.4% | +34.8% | -19.4% | +11.2% |
| 6M | +14.4% | +16.8% | -2.4% | +11.0% |
| YTD | -12.0% | -6.7% | -5.3% | -13.4% |
| All | -4.6% | +5.9% | -10.4% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling