-1.5%
COF vs FOXA
+9.1%
-10.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | +1.8% | -4.0% | +5.8% | +2.1% |
| 30D | -0.6% | +12.0% | -12.5% | -1.2% |
| 3M | +20.3% | +0.3% | +20.0% | +19.5% |
| 6M | +13.0% | +12.5% | +0.5% | +8.9% |
| YTD | -8.3% | -9.6% | +1.3% | -8.0% |
| 1Y | -1.5% | +8.6% | -10.0% | -4.5% |
| All | -1.5% | +9.1% | -10.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling