+118.1%
COF vs FOXA
+117.6%
+0.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -5.1% | +0.8% | -5.9% | -5.4% |
| 30D | -6.0% | +5.0% | -11.1% | -7.7% |
| 3M | +14.8% | -3.0% | +17.9% | +15.1% |
| 6M | +15.3% | +14.8% | +0.6% | +5.5% |
| YTD | -13.0% | -8.9% | -4.1% | -10.4% |
| 1Y | -5.7% | +13.3% | -19.0% | -14.4% |
| 3Y | +118.1% | +115.4% | +2.7% | +46.6% |
| All | +118.1% | +117.6% | +0.5% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling