+26.8%
BA vs COF
+196.3%
-169.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.3% |
| 7D | -1.4% | -4.5% | +3.1% | +1.5% |
| 30D | -7.9% | -2.0% | -5.9% | -6.8% |
| 3M | -25.2% | -9.7% | -15.4% | -20.3% |
| 6M | -26.7% | +8.0% | -34.7% | -30.5% |
| YTD | -19.6% | -17.7% | -1.9% | -11.3% |
| 1Y | -10.6% | -9.3% | -1.3% | -7.6% |
| 3Y | -11.2% | +96.3% | -107.5% | -48.8% |
| 5Y | -20.4% | +37.0% | -57.4% | -43.5% |
| 10Y | +26.8% | +188.1% | -161.4% | -49.9% |
| All | +26.8% | +196.3% | -169.6% | -49.9% |
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 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