-0.9%
BA vs COF
+52.8%
-53.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | +1.8% | -0.7% | +0.3% |
| 30D | -11.6% | -0.6% | -11.1% | -11.4% |
| 3M | -2.4% | +20.3% | -22.7% | -10.4% |
| 6M | -6.6% | +13.0% | -19.6% | -12.0% |
| YTD | -2.2% | -8.3% | +6.1% | +0.2% |
| 1Y | -8.0% | -1.5% | -6.6% | -9.3% |
| 3Y | -5.0% | +122.3% | -127.2% | -40.4% |
| All | -0.9% | +52.8% | -53.7% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling