+92.9%
FTNT vs COF
-4.6%
+97.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -0.1% | -5.1% | +5.0% | +0.7% |
| 30D | -3.0% | -6.0% | +3.1% | -2.0% |
| 3M | +7.6% | +14.8% | -7.2% | +5.2% |
| 6M | +87.0% | +15.3% | +71.6% | +81.5% |
| YTD | +96.5% | -13.0% | +109.6% | +97.9% |
| 1Y | +92.9% | -5.7% | +98.7% | +89.7% |
| All | +92.9% | -4.6% | +97.5% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling