+116.9%
COF vs FTI
+264.2%
-147.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.0% |
| 7D | -6.1% | -5.6% | -0.5% | -4.6% |
| 30D | -5.2% | +0.4% | -5.6% | -5.3% |
| 3M | +17.0% | +8.1% | +8.9% | +13.7% |
| 6M | +12.9% | +16.7% | -3.8% | +5.9% |
| YTD | -13.5% | +70.0% | -83.5% | -29.0% |
| 1Y | -5.9% | +85.4% | -91.3% | -25.4% |
| All | +116.9% | +264.2% | -147.3% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling