+173.6%
COF vs FN
+763.2%
-589.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.9% |
| 7D | -5.0% | +20.8% | -25.8% | -9.3% |
| 30D | -2.3% | -17.3% | +15.0% | +0.5% |
| 3M | -12.7% | -38.1% | +25.5% | -5.2% |
| 6M | +6.2% | -44.2% | +50.4% | +15.2% |
| YTD | -19.2% | -22.3% | +3.1% | -22.2% |
| 1Y | -11.5% | -20.9% | +9.4% | -15.8% |
| 3Y | +92.8% | +111.1% | -18.3% | +26.9% |
| 5Y | +34.3% | +191.8% | -157.5% | -24.3% |
| All | +173.6% | +763.2% | -589.6% | +10.8% |
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