+242.0%
COF vs BAH
+207.9%
+34.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | +4.3% | -9.4% | -6.3% |
| 30D | -6.0% | -2.5% | -3.6% | -5.5% |
| 3M | +14.8% | -0.9% | +15.8% | +14.4% |
| 6M | +15.3% | +1.5% | +13.9% | +13.4% |
| YTD | -13.0% | -8.0% | -5.1% | -12.9% |
| 1Y | -5.7% | -24.7% | +19.0% | +0.1% |
| 3Y | +118.1% | -28.4% | +146.5% | +120.9% |
| 5Y | +46.2% | +2.8% | +43.4% | +24.0% |
| All | +242.0% | +207.9% | +34.1% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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