+250.3%
COF vs FIX
+5,928.8%
-5,678.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -2.7% | +3.5% | -6.2% | -4.0% |
| 30D | -3.4% | -3.5% | +0.2% | -2.6% |
| 3M | +15.4% | -11.8% | +27.2% | +18.3% |
| 6M | +14.4% | +17.8% | -3.4% | +3.1% |
| YTD | -12.0% | +73.3% | -85.3% | -33.3% |
| 1Y | -3.7% | +128.1% | -131.9% | -36.7% |
| 3Y | +121.1% | +772.7% | -651.6% | -31.7% |
| 5Y | +47.8% | +2,166.4% | -2,118.6% | -72.9% |
| 10Y | +250.3% | +6,034.5% | -5,784.1% | -57.5% |
| All | +250.3% | +5,928.8% | -5,678.5% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling