-8.5%
COF vs FN
-20.4%
+12.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.9% | -13.5% | -2.1% |
| 7D | -5.8% | +16.3% | -22.1% | -6.5% |
| 30D | -0.3% | -24.7% | +24.4% | +1.0% |
| 3M | -8.5% | -34.9% | +26.4% | -6.9% |
| 6M | +5.6% | -41.1% | +46.7% | +7.5% |
| YTD | -17.1% | -19.6% | +2.5% | -18.6% |
| All | -8.5% | -20.4% | +12.0% | -10.2% |
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