+124.3%
COF vs B
+197.9%
-73.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | +1.2% | +2.3% | -1.1% | +1.0% |
| 30D | -1.4% | +1.4% | -2.7% | -1.6% |
| 3M | +19.0% | +12.2% | +6.8% | +17.6% |
| 6M | +14.9% | -2.1% | +17.0% | +14.3% |
| YTD | -10.7% | +2.9% | -13.6% | -11.8% |
| 1Y | -1.3% | +55.3% | -56.6% | -6.5% |
| 3Y | +124.3% | +198.7% | -74.4% | +89.8% |
| All | +124.3% | +197.9% | -73.6% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling