+24.5%
BX vs COF
+116.3%
-91.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | -5.6% | -5.1% | -0.5% | -2.4% |
| 30D | -12.2% | -6.0% | -6.2% | -8.7% |
| 3M | +7.4% | +14.8% | -7.4% | -1.8% |
| 6M | +22.2% | +15.3% | +6.8% | +11.5% |
| YTD | -14.0% | -13.0% | -1.0% | -7.1% |
| 1Y | -27.3% | -5.7% | -21.6% | -25.5% |
| 3Y | +24.5% | +118.1% | -93.6% | -14.1% |
| All | +24.5% | +116.3% | -91.7% | -14.1% |
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