-9.7%
COF vs FN
-24.2%
+14.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.2% |
| 7D | -6.2% | -4.1% | -2.1% | -6.0% |
| 30D | -1.7% | -28.3% | +26.6% | -0.2% |
| 3M | -10.2% | -33.9% | +23.6% | -8.8% |
| 6M | +4.2% | -43.9% | +48.1% | +6.2% |
| YTD | -18.2% | -23.4% | +5.2% | -19.6% |
| 1Y | -9.7% | -25.4% | +15.7% | -11.3% |
| All | -9.7% | -24.2% | +14.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling