+9,359.7%
FTNT vs COF
+575.9%
+8,783.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.4% |
| 7D | +1.7% | -2.7% | +4.4% | +2.7% |
| 30D | -4.3% | -3.4% | -0.9% | -3.2% |
| 3M | +13.6% | +15.4% | -1.8% | +7.7% |
| 6M | +87.6% | +14.4% | +73.2% | +77.4% |
| YTD | +98.0% | -12.0% | +110.0% | +104.1% |
| 1Y | +96.9% | -3.7% | +100.7% | +96.0% |
| 3Y | +145.4% | +121.1% | +24.3% | +77.1% |
| 5Y | +153.0% | +47.8% | +105.2% | +105.5% |
| 10Y | +2,098.3% | +250.3% | +1,848.0% | +1,067.6% |
| All | +9,359.7% | +575.9% | +8,783.8% | +3,599.6% |
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 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