+162.8%
FTNT vs COF
+44.8%
+118.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | -0.1% | -5.1% | +5.0% | +1.9% |
| 30D | -3.0% | -6.0% | +3.1% | -0.7% |
| 3M | +7.6% | +14.8% | -7.2% | +1.5% |
| 6M | +87.0% | +15.3% | +71.6% | +74.8% |
| YTD | +96.5% | -13.0% | +109.6% | +104.7% |
| 1Y | +92.9% | -5.7% | +98.7% | +93.3% |
| 3Y | +139.8% | +118.1% | +21.7% | +61.2% |
| All | +162.8% | +44.8% | +118.0% | +101.9% |
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