+201.9%
COF vs FTAI
+2,443.2%
-2,241.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.4% |
| 7D | -5.1% | -5.2% | +0.1% | -3.8% |
| 30D | -6.0% | -17.9% | +11.9% | -1.1% |
| 3M | +14.8% | -22.7% | +37.6% | +21.9% |
| 6M | +15.3% | -28.0% | +43.3% | +22.4% |
| YTD | -13.0% | -5.0% | -8.1% | -15.5% |
| 1Y | -5.7% | +10.4% | -16.1% | -13.5% |
| 3Y | +118.1% | +425.2% | -307.1% | +2.5% |
| 5Y | +46.2% | +890.3% | -844.1% | -47.7% |
| 10Y | +246.1% | +3,106.5% | -2,860.5% | -17.1% |
| All | +201.9% | +2,443.2% | -2,241.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 all: compounded portfolio wealth divided by compounded FTAI 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…
all analysis · Full analysis span regression · 6 months rolling