-0.9%
COF vs FRMI
-78.1%
+77.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.5% | +0.5% |
| 7D | -5.1% | +7.4% | -12.6% | -5.3% |
| 30D | -6.0% | -27.6% | +21.6% | -5.5% |
| 3M | +14.8% | -20.9% | +35.7% | +15.0% |
| 6M | +15.3% | -36.6% | +51.9% | +15.5% |
| YTD | -13.0% | -31.3% | +18.2% | -12.7% |
| All | -0.9% | -78.1% | +77.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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