+78.2%
BA vs COF
+253.6%
-175.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.9% |
| 7D | +2.5% | +1.2% | +1.2% | +1.6% |
| 30D | -10.1% | -1.4% | -8.7% | -9.4% |
| 3M | -2.4% | +19.0% | -21.4% | -12.7% |
| 6M | -8.8% | +14.9% | -23.7% | -16.8% |
| YTD | -2.9% | -10.7% | +7.7% | +1.7% |
| 1Y | -8.8% | -1.3% | -7.5% | -10.9% |
| 3Y | -0.3% | +124.3% | -124.6% | -47.5% |
| 5Y | -0.3% | +51.1% | -51.4% | -33.9% |
| All | +78.2% | +253.6% | -175.4% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling