-5.1%
COF vs FTI
+57.1%
-62.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -1.2% |
| 7D | +0.7% | -9.7% | +10.4% | +0.6% |
| 30D | +5.7% | -8.2% | +13.9% | +5.6% |
| 3M | -6.7% | -7.8% | +1.1% | -6.5% |
| 6M | +9.5% | -13.4% | +22.9% | +10.1% |
| YTD | -13.9% | +45.1% | -58.9% | -23.8% |
| 1Y | -5.1% | +54.6% | -59.6% | -19.6% |
| All | -5.1% | +57.1% | -62.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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