+242.0%
COF vs FTV
+80.7%
+161.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.3% |
| 7D | -5.1% | -4.0% | -1.2% | -2.0% |
| 30D | -6.0% | -11.0% | +5.0% | +3.3% |
| 3M | +14.8% | -8.4% | +23.2% | +22.6% |
| 6M | +15.3% | -2.6% | +17.9% | +16.5% |
| YTD | -13.0% | -0.6% | -12.4% | -14.5% |
| 1Y | -5.7% | +11.0% | -16.7% | -15.9% |
| 3Y | +118.1% | -6.3% | +124.5% | +119.8% |
| 5Y | +46.2% | -1.5% | +47.8% | +38.9% |
| All | +242.0% | +80.7% | +161.3% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling