+1,008.9%
BE vs COF
+148.8%
+860.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.6% | +12.2% | +11.4% |
| 7D | +29.8% | +1.2% | +28.5% | +28.5% |
| 30D | +26.4% | -1.4% | +27.8% | +27.3% |
| 3M | +9.3% | +19.0% | -9.7% | -3.8% |
| 6M | +105.1% | +14.9% | +90.2% | +84.2% |
| YTD | +219.0% | -10.7% | +229.7% | +237.2% |
| 1Y | +418.8% | -1.3% | +420.0% | +407.2% |
| 3Y | +1,784.6% | +124.3% | +1,660.3% | +873.7% |
| 5Y | +1,251.0% | +51.1% | +1,199.8% | +811.3% |
| All | +1,008.9% | +148.8% | +860.1% | +276.9% |
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