+175.7%
COF vs FIX
+3,564.5%
-3,388.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.3% |
| 7D | -3.4% | +9.4% | -12.8% | -6.8% |
| 30D | +0.4% | -27.8% | +28.2% | +10.9% |
| 3M | -12.5% | -35.6% | +23.0% | -0.2% |
| 6M | +8.3% | -45.2% | +53.5% | +29.1% |
| YTD | -18.6% | +19.5% | -38.0% | -31.3% |
| 1Y | -8.6% | +24.2% | -32.9% | -24.7% |
| 3Y | +94.7% | +494.2% | -399.5% | -33.5% |
| 5Y | +35.3% | +1,036.1% | -1,000.8% | -68.3% |
| All | +175.7% | +3,564.5% | -3,388.8% | -64.2% |
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