+240.0%
COF vs B
+209.1%
+30.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.7% |
| 7D | -6.1% | -5.0% | -1.0% | -5.8% |
| 30D | -5.2% | +8.7% | -13.9% | -5.6% |
| 3M | +17.0% | +17.3% | -0.3% | +16.0% |
| 6M | +12.9% | -5.0% | +18.0% | +12.8% |
| YTD | -13.5% | +1.4% | -15.0% | -14.0% |
| 1Y | -5.9% | +50.5% | -56.4% | -8.1% |
| 3Y | +117.1% | +194.4% | -77.2% | +104.9% |
| 5Y | +45.4% | +156.7% | -111.3% | +36.3% |
| All | +240.0% | +209.1% | +30.9% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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