-79.9%
FIG vs COF
-1.0%
-78.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | -3.8% | -5.1% | +1.3% | -1.5% |
| 30D | -2.3% | -6.0% | +3.7% | +0.3% |
| 3M | +20.0% | +14.8% | +5.1% | +12.5% |
| 6M | -16.7% | +15.3% | -32.0% | -22.3% |
| YTD | -37.9% | -13.0% | -24.9% | -35.9% |
| 1Y | -58.5% | -5.7% | -52.8% | -59.6% |
| All | -79.9% | -1.0% | -78.9% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling