+43.1%
COF vs FTI
+1,066.8%
-1,023.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -5.1% | -4.4% | -0.8% | -4.0% |
| 30D | -6.0% | +1.5% | -7.5% | -6.4% |
| 3M | +14.8% | +8.2% | +6.6% | +11.7% |
| 6M | +15.3% | +18.8% | -3.5% | +8.4% |
| YTD | -13.0% | +71.7% | -84.7% | -26.8% |
| 1Y | -5.7% | +90.0% | -95.8% | -23.4% |
| 3Y | +118.1% | +270.5% | -152.4% | +43.5% |
| All | +43.1% | +1,066.8% | -1,023.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling