+47.8%
COF vs B
+154.7%
-106.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.6% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | -3.4% | +9.5% | -12.9% | -4.4% |
| 3M | +15.4% | +14.3% | +1.1% | +13.4% |
| 6M | +14.4% | -1.9% | +16.3% | +13.9% |
| YTD | -12.0% | +4.1% | -16.1% | -13.4% |
| 1Y | -3.7% | +56.1% | -59.9% | -10.2% |
| 3Y | +121.1% | +202.0% | -81.0% | +84.5% |
| 5Y | +47.8% | +158.8% | -111.0% | +17.9% |
| All | +47.8% | +154.7% | -106.9% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling