-1.7%
COF vs FPS
+19.2%
-20.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.1% |
| 7D | -2.7% | +5.3% | -8.0% | -3.1% |
| 30D | -3.4% | -17.6% | +14.2% | -2.1% |
| 3M | +15.4% | -45.8% | +61.2% | +19.9% |
| 6M | +14.4% | -10.1% | +24.5% | +11.9% |
| All | -1.7% | +19.2% | -20.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling