+211.4%
COF vs FWONK
+276.9%
-65.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -6.0% | -7.7% | +1.7% | -2.8% |
| 3M | +14.8% | +5.7% | +9.1% | +11.7% |
| 6M | +15.3% | +13.5% | +1.9% | +8.4% |
| YTD | -13.0% | -3.0% | -10.1% | -13.0% |
| 1Y | -5.7% | -6.4% | +0.7% | -4.4% |
| 3Y | +118.1% | +43.8% | +74.3% | +79.5% |
| 5Y | +46.2% | +98.6% | -52.3% | +2.0% |
| 10Y | +246.1% | +340.0% | -93.9% | +74.8% |
| All | +211.4% | +276.9% | -65.5% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling