+201.9%
COF vs FND
+57.3%
+144.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -3.4% | -19.6% | +16.2% | +3.9% |
| 3M | +15.4% | -4.3% | +19.8% | +15.8% |
| 6M | +14.4% | -20.4% | +34.9% | +21.3% |
| YTD | -12.0% | -21.9% | +9.9% | -6.8% |
| 1Y | -3.7% | -45.2% | +41.4% | +14.8% |
| 3Y | +121.1% | -49.2% | +170.3% | +156.3% |
| 5Y | +47.8% | -61.8% | +109.6% | +78.5% |
| All | +201.9% | +57.3% | +144.6% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling