+23.3%
BA vs COF
+185.2%
-161.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -1.1% | -3.4% | +2.3% | +1.0% |
| 30D | -7.1% | +0.4% | -7.5% | -7.4% |
| 3M | -25.5% | -12.5% | -13.0% | -19.1% |
| 6M | -28.7% | +8.3% | -37.0% | -32.5% |
| YTD | -21.0% | -18.6% | -2.4% | -12.3% |
| 1Y | -11.9% | -8.6% | -3.2% | -9.4% |
| 3Y | -16.2% | +94.7% | -110.8% | -51.4% |
| 5Y | -22.4% | +35.3% | -57.7% | -44.4% |
| All | +23.3% | +185.2% | -161.9% | -50.6% |
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 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