+912.2%
BX vs COF
+260.2%
+652.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -2.9% |
| 7D | -5.7% | -2.7% | -3.0% | -4.4% |
| 30D | -8.9% | -3.4% | -5.5% | -7.3% |
| 3M | +8.4% | +15.4% | -7.0% | +0.7% |
| 6M | +18.9% | +14.4% | +4.5% | +11.1% |
| YTD | -13.6% | -12.0% | -1.7% | -8.2% |
| 1Y | -22.4% | -3.7% | -18.7% | -21.3% |
| 3Y | +26.0% | +121.1% | -95.0% | -16.4% |
| 5Y | +18.8% | +47.8% | -29.0% | -4.7% |
| 10Y | +668.7% | +250.3% | +418.4% | +270.5% |
| All | +912.2% | +260.2% | +652.0% | +304.3% |
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