-1.5%
COF vs FIX
+128.3%
-129.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +1.8% | +6.0% | -4.2% | +1.1% |
| 30D | -0.6% | -7.2% | +6.7% | +0.2% |
| 3M | +20.3% | -15.9% | +36.1% | +22.1% |
| 6M | +13.0% | +12.7% | +0.3% | +9.5% |
| YTD | -8.3% | +72.8% | -81.1% | -14.9% |
| 1Y | -1.5% | +122.9% | -124.4% | -11.0% |
| All | -1.5% | +128.3% | -129.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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