+14.4%
COF vs FTI
+24.8%
-10.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.5% |
| 7D | -2.7% | -2.3% | -0.3% | -3.0% |
| 30D | -3.4% | +5.0% | -8.4% | -2.4% |
| 3M | +15.4% | +13.8% | +1.6% | +18.1% |
| 6M | +14.4% | +22.9% | -8.5% | +13.6% |
| All | +14.4% | +24.8% | -10.3% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling