+497.9%
COF vs FN
+2,887.5%
-2,389.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.6% | -3.2% |
| 7D | -1.5% | 0.0% | -1.4% | -2.2% |
| 30D | +3.0% | -34.3% | +37.4% | +10.5% |
| 3M | -7.9% | -39.9% | +31.9% | -0.6% |
| 6M | +5.2% | -51.8% | +57.0% | +16.4% |
| YTD | -15.7% | -28.1% | +12.4% | -16.4% |
| 1Y | -5.5% | -29.1% | +23.6% | -6.5% |
| 3Y | +100.5% | +102.4% | -1.9% | +48.5% |
| 5Y | +42.3% | +171.7% | -129.3% | -4.3% |
| 10Y | +228.7% | +773.5% | -544.8% | +71.4% |
| All | +497.9% | +2,887.5% | -2,389.6% | +148.5% |
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 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