+175.7%
COF vs FN
+700.1%
-524.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +2.3% |
| 7D | -3.4% | +0.3% | -3.6% | -3.8% |
| 30D | +0.4% | -16.5% | +16.9% | +2.9% |
| 3M | -12.5% | -42.1% | +29.6% | -3.8% |
| 6M | +8.3% | -52.9% | +61.2% | +22.3% |
| YTD | -18.6% | -28.0% | +9.4% | -20.4% |
| 1Y | -8.6% | -18.5% | +9.9% | -14.2% |
| 3Y | +94.7% | +93.9% | +0.8% | +30.5% |
| 5Y | +35.3% | +170.5% | -135.2% | -22.6% |
| All | +175.7% | +700.1% | -524.4% | +13.4% |
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