-1.5%
COF vs FTV
+21.5%
-23.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +1.8% | -4.6% | +6.4% | +4.1% |
| 30D | -0.6% | -7.2% | +6.6% | +3.0% |
| 3M | +20.3% | -7.3% | +27.6% | +24.4% |
| 6M | +13.0% | -1.6% | +14.6% | +13.2% |
| YTD | -8.3% | +3.3% | -11.7% | -9.7% |
| 1Y | -1.5% | +20.2% | -21.7% | -7.7% |
| All | -1.5% | +21.5% | -23.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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