-10.0%
BA vs COF
-5.2%
-4.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -2.7% | -6.1% | +3.4% | -0.7% |
| 30D | -12.2% | -5.2% | -7.0% | -10.6% |
| 3M | -2.0% | +17.0% | -19.0% | -6.0% |
| 6M | -6.0% | +12.9% | -18.9% | -9.1% |
| YTD | -5.7% | -13.5% | +7.9% | -5.8% |
| 1Y | -10.0% | -5.9% | -4.1% | -14.0% |
| All | -10.0% | -5.2% | -4.7% | -14.0% |
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