+2,171.8%
COF vs FIX
+8,533.7%
-6,361.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -6.2% | -13.9% | +7.8% | -3.0% |
| 30D | -1.7% | -35.5% | +33.8% | +9.3% |
| 3M | -10.2% | -33.9% | +23.7% | -1.5% |
| 6M | +4.2% | -43.3% | +47.5% | +17.7% |
| YTD | -18.2% | +18.7% | -36.9% | -26.3% |
| 1Y | -9.7% | +13.8% | -23.5% | -18.0% |
| 3Y | +95.0% | +495.0% | -399.9% | +2.5% |
| 5Y | +36.8% | +1,049.0% | -1,012.2% | -41.0% |
| 10Y | +192.6% | +3,644.4% | -3,451.8% | -10.3% |
| All | +2,171.8% | +8,533.7% | -6,361.9% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling