-1.5%
COF vs FITB
+23.7%
-25.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.8% | +0.6% | +1.2% | +1.4% |
| 30D | -0.6% | -4.7% | +4.2% | +3.0% |
| 3M | +20.3% | +6.7% | +13.6% | +14.2% |
| 6M | +13.0% | +12.6% | +0.5% | +2.8% |
| YTD | -8.3% | +19.1% | -27.4% | -20.0% |
| 1Y | -1.5% | +22.6% | -24.1% | -17.3% |
| All | -1.5% | +23.7% | -25.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling