+1,726.2%
BE vs COF
+116.3%
+1,609.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.4% |
| 7D | +9.0% | -5.1% | +14.2% | +12.2% |
| 30D | +16.3% | -6.0% | +22.3% | +20.1% |
| 3M | +10.8% | +14.8% | -4.0% | +1.9% |
| 6M | +73.2% | +15.3% | +57.9% | +58.9% |
| YTD | +217.4% | -13.0% | +230.4% | +236.7% |
| 1Y | +309.8% | -5.7% | +315.5% | +312.2% |
| 3Y | +1,726.2% | +118.1% | +1,608.0% | +1,148.6% |
| All | +1,726.2% | +116.3% | +1,609.9% | +1,148.6% |
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