-10.6%
BA vs COF
-4.4%
-6.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.5% |
| 7D | +5.9% | +0.7% | +5.2% | +5.6% |
| 30D | -8.2% | +5.7% | -13.9% | -10.0% |
| 3M | -25.4% | -6.7% | -18.7% | -23.6% |
| 6M | -20.0% | +9.5% | -29.5% | -22.0% |
| YTD | -18.5% | -13.9% | -4.6% | -20.2% |
| 1Y | -10.6% | -5.1% | -5.6% | -16.2% |
| All | -10.6% | -4.4% | -6.2% | -16.2% |
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 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