+116.9%
COF vs FITB
+129.2%
-12.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | -6.1% | -1.0% | -5.1% | -5.3% |
| 30D | -5.2% | -5.5% | +0.3% | -0.9% |
| 3M | +17.0% | +4.1% | +12.9% | +13.1% |
| 6M | +12.9% | +18.7% | -5.8% | -2.0% |
| YTD | -13.5% | +18.2% | -31.7% | -24.7% |
| 1Y | -5.9% | +23.7% | -29.5% | -21.0% |
| All | +116.9% | +129.2% | -12.3% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling