+242.0%
COF vs FITB
+290.8%
-48.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.1% |
| 7D | -5.1% | -0.3% | -4.9% | -4.9% |
| 30D | -6.0% | -5.7% | -0.4% | -1.5% |
| 3M | +14.8% | +3.2% | +11.7% | +11.6% |
| 6M | +15.3% | +23.4% | -8.1% | -3.3% |
| YTD | -13.0% | +18.8% | -31.8% | -24.9% |
| 1Y | -5.7% | +25.0% | -30.7% | -22.0% |
| 3Y | +118.1% | +131.2% | -13.1% | +8.5% |
| 5Y | +46.2% | +70.7% | -24.5% | -9.1% |
| All | +242.0% | +290.8% | -48.8% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling