+252.4%
COF vs FN
+882.3%
-630.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.1% |
| 7D | +1.2% | +3.5% | -2.3% | +0.4% |
| 30D | -1.4% | -26.0% | +24.6% | +4.6% |
| 3M | +19.0% | -33.3% | +52.3% | +27.6% |
| 6M | +14.9% | -14.9% | +29.8% | +12.8% |
| YTD | -10.7% | -8.6% | -2.1% | -15.4% |
| 1Y | -1.3% | +12.3% | -13.6% | -12.8% |
| 3Y | +124.3% | +174.4% | -50.1% | +41.0% |
| 5Y | +51.1% | +296.4% | -245.3% | -19.8% |
| 10Y | +252.4% | +890.0% | -637.7% | +41.6% |
| All | +252.4% | +882.3% | -630.0% | +41.6% |
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