+1,173.0%
BA vs COF
+5,381.3%
-4,208.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.1% | -1.5% | +2.5% | +1.5% |
| 30D | -7.9% | +3.0% | -11.0% | -8.8% |
| 3M | -25.3% | -7.9% | -17.4% | -23.4% |
| 6M | -24.6% | +5.2% | -29.8% | -25.8% |
| YTD | -20.1% | -15.7% | -4.4% | -16.5% |
| 1Y | -11.8% | -5.5% | -6.3% | -11.0% |
| 3Y | -10.1% | +100.5% | -110.7% | -29.1% |
| 5Y | -22.7% | +42.3% | -65.1% | -33.1% |
| 10Y | +35.1% | +228.7% | -193.7% | -6.1% |
| All | +1,173.0% | +5,381.3% | -4,208.3% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling