+208.1%
COF vs FN
+837.6%
-629.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.9% | -13.5% | -4.2% |
| 7D | -5.8% | +16.3% | -22.1% | -9.8% |
| 30D | -0.3% | -24.7% | +24.4% | +4.7% |
| 3M | -8.5% | -34.9% | +26.4% | -1.9% |
| 6M | +5.6% | -41.1% | +46.7% | +13.2% |
| YTD | -17.1% | -19.6% | +2.5% | -20.7% |
| 1Y | -7.4% | -18.5% | +11.1% | -12.5% |
| 3Y | +99.1% | +119.1% | -20.0% | +30.0% |
| 5Y | +39.5% | +206.9% | -167.4% | -22.4% |
| 10Y | +208.1% | +826.4% | -618.3% | +25.7% |
| All | +208.1% | +837.6% | -629.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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