-10.1%
BA vs COF
+99.3%
-109.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.1% | -1.5% | +2.5% | +1.7% |
| 30D | -7.9% | +3.0% | -11.0% | -9.1% |
| 3M | -25.3% | -7.9% | -17.4% | -22.9% |
| 6M | -24.6% | +5.2% | -29.8% | -26.1% |
| YTD | -20.1% | -15.7% | -4.4% | -15.8% |
| 1Y | -11.8% | -5.5% | -6.3% | -11.5% |
| 3Y | -10.1% | +100.5% | -110.7% | -29.7% |
| All | -10.1% | +99.3% | -109.4% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling