+43.1%
COF vs FND
-63.3%
+106.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -5.1% | -5.8% | +0.6% | -3.3% |
| 30D | -6.0% | -20.2% | +14.2% | +1.0% |
| 3M | +14.8% | -12.0% | +26.8% | +18.5% |
| 6M | +15.3% | -18.5% | +33.8% | +21.1% |
| YTD | -13.0% | -22.3% | +9.2% | -8.0% |
| 1Y | -5.7% | -47.6% | +41.9% | +13.7% |
| 3Y | +118.1% | -49.8% | +167.9% | +150.1% |
| All | +43.1% | -63.3% | +106.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling