+550.4%
COF vs FN
+3,620.5%
-3,070.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +20.3% | -43.0% | +63.3% | +31.7% |
| 6M | +13.0% | -27.7% | +40.8% | +15.6% |
| YTD | -8.3% | -10.5% | +2.2% | -11.5% |
| 1Y | -1.5% | +12.5% | -14.0% | -10.5% |
| 3Y | +122.3% | +153.8% | -31.5% | +59.6% |
| 5Y | +52.5% | +288.0% | -235.5% | -3.3% |
| 10Y | +264.9% | +906.4% | -641.5% | +87.0% |
| All | +550.4% | +3,620.5% | -3,070.1% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling