+5,862.7%
COF vs FITB
+1,160.0%
+4,702.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.8% | +0.6% | +1.2% | +1.5% |
| 30D | -0.6% | -4.7% | +4.2% | +2.2% |
| 3M | +20.3% | +6.7% | +13.6% | +15.8% |
| 6M | +13.0% | +12.6% | +0.5% | +5.4% |
| YTD | -8.3% | +19.1% | -27.4% | -17.2% |
| 1Y | -1.5% | +22.6% | -24.1% | -12.5% |
| 3Y | +122.3% | +127.1% | -4.9% | +39.1% |
| 5Y | +52.5% | +71.8% | -19.3% | +11.7% |
| 10Y | +264.9% | +287.2% | -22.3% | +75.1% |
| All | +5,862.7% | +1,160.0% | +4,702.8% | +1,066.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling