+1,003.0%
BE vs COF
+142.2%
+860.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.3% |
| 7D | +9.0% | -5.1% | +14.2% | +13.0% |
| 30D | +16.3% | -6.0% | +22.3% | +21.1% |
| 3M | +10.8% | +14.8% | -4.0% | -0.2% |
| 6M | +73.2% | +15.3% | +57.9% | +55.5% |
| YTD | +217.4% | -13.0% | +230.4% | +242.0% |
| 1Y | +309.8% | -5.7% | +315.5% | +313.9% |
| 3Y | +1,726.2% | +118.1% | +1,608.0% | +862.7% |
| 5Y | +1,306.2% | +46.2% | +1,259.9% | +871.4% |
| All | +1,003.0% | +142.2% | +860.8% | +282.2% |
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