-80.3%
FIG vs COF
+1.7%
-82.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -4.6% |
| 7D | -16.4% | +1.2% | -17.6% | -16.8% |
| 30D | -2.3% | -1.4% | -0.9% | -1.9% |
| 3M | +7.8% | +19.0% | -11.2% | -0.5% |
| 6M | -21.8% | +14.9% | -36.7% | -27.0% |
| YTD | -39.1% | -10.7% | -28.4% | -37.9% |
| 1Y | -56.6% | -1.3% | -55.4% | -58.1% |
| All | -80.3% | +1.7% | -82.0% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling