+46.5%
F vs COF
+49.3%
-2.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.7% | -3.0% |
| 7D | +1.2% | +1.2% | -0.1% | +0.6% |
| 30D | +1.2% | -1.4% | +2.6% | +2.0% |
| 3M | -5.7% | +19.0% | -24.7% | -13.9% |
| 6M | +17.9% | +14.9% | +3.1% | +9.4% |
| YTD | +10.4% | -10.7% | +21.1% | +15.2% |
| 1Y | +25.3% | -1.3% | +26.6% | +23.8% |
| 3Y | +37.5% | +124.3% | -86.9% | -18.1% |
| 5Y | +46.5% | +51.1% | -4.6% | +6.4% |
| All | +46.5% | +49.3% | -2.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 5y: compounded portfolio wealth divided by compounded COF 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…
5y analysis · Full analysis span regression · 6 months rolling