+8.0%
COF vs FIX
-40.5%
+48.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.3% |
| 7D | -4.5% | +6.4% | -10.9% | -4.9% |
| 30D | -2.0% | -29.1% | +27.1% | +1.0% |
| 3M | -9.7% | -31.1% | +21.4% | -7.0% |
| 6M | +8.0% | -42.8% | +50.8% | +12.5% |
| All | +8.0% | -40.5% | +48.5% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling