+116.9%
COF vs FTV
-5.5%
+122.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.3% |
| 7D | -6.1% | -5.2% | -0.9% | -2.8% |
| 30D | -5.2% | -11.5% | +6.4% | +2.4% |
| 3M | +17.0% | -9.0% | +26.0% | +23.7% |
| 6M | +12.9% | -2.0% | +14.9% | +13.4% |
| YTD | -13.5% | -0.9% | -12.6% | -14.2% |
| 1Y | -5.9% | +14.8% | -20.7% | -16.2% |
| All | +116.9% | -5.5% | +122.4% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling