-1.5%
COF vs FWONK
-4.6%
+3.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.8% | -6.2% | +8.0% | +2.5% |
| 30D | -0.6% | -0.6% | 0.0% | -0.4% |
| 3M | +20.3% | +11.1% | +9.2% | +19.6% |
| 6M | +13.0% | +11.7% | +1.3% | +12.3% |
| YTD | -8.3% | -3.1% | -5.3% | -7.6% |
| 1Y | -1.5% | -4.2% | +2.7% | +1.0% |
| All | -1.5% | -4.6% | +3.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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