+198.2%
COF vs FND
+56.5%
+141.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -5.1% | -5.8% | +0.6% | -3.2% |
| 30D | -6.0% | -20.2% | +14.2% | +1.4% |
| 3M | +14.8% | -12.0% | +26.8% | +18.7% |
| 6M | +15.3% | -18.5% | +33.8% | +21.3% |
| YTD | -13.0% | -22.3% | +9.2% | -7.7% |
| 1Y | -5.7% | -47.6% | +41.9% | +14.4% |
| 3Y | +118.1% | -49.8% | +167.9% | +153.8% |
| 5Y | +46.2% | -63.0% | +109.2% | +78.6% |
| All | +198.2% | +56.5% | +141.7% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling