+51.1%
COF vs FIX
+2,166.5%
-2,115.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.2% |
| 7D | +1.2% | +6.1% | -4.8% | -0.5% |
| 30D | -1.4% | -2.7% | +1.3% | -1.0% |
| 3M | +19.0% | -10.9% | +30.0% | +21.1% |
| 6M | +14.9% | +29.0% | -14.1% | +3.1% |
| YTD | -10.7% | +76.9% | -87.6% | -28.2% |
| 1Y | -1.3% | +130.7% | -132.0% | -28.9% |
| 3Y | +124.3% | +790.7% | -666.4% | -18.9% |
| 5Y | +51.1% | +2,185.6% | -2,134.4% | -69.8% |
| All | +51.1% | +2,166.5% | -2,115.3% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling