-3.4%
COF vs FPS
+12.3%
-15.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.8% | +4.0% | -1.3% |
| 7D | -6.1% | -4.6% | -1.5% | -5.7% |
| 30D | -5.2% | -22.6% | +17.4% | -3.4% |
| 3M | +17.0% | -45.1% | +62.1% | +21.4% |
| 6M | +12.9% | -17.8% | +30.7% | +11.3% |
| All | -3.4% | +12.3% | -15.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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