+52.8%
COF vs FN
+289.0%
-236.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.0% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | -0.6% | -22.0% | +21.4% | +3.1% |
| 3M | +20.3% | -43.0% | +63.3% | +30.8% |
| 6M | +13.0% | -27.7% | +40.8% | +15.0% |
| YTD | -8.3% | -10.5% | +2.2% | -12.1% |
| 1Y | -1.5% | +12.5% | -14.0% | -11.6% |
| 3Y | +122.3% | +153.8% | -31.5% | +51.3% |
| All | +52.8% | +289.0% | -236.2% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling