-5.7%
COF vs BAH
-24.0%
+18.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -5.1% | +4.3% | -9.4% | -5.4% |
| 30D | -6.0% | -2.5% | -3.6% | -5.8% |
| 3M | +14.8% | -0.9% | +15.8% | +15.0% |
| 6M | +15.3% | +1.5% | +13.9% | +14.8% |
| YTD | -13.0% | -8.0% | -5.1% | -14.0% |
| 1Y | -5.7% | -24.7% | +19.0% | -8.0% |
| All | -5.7% | -24.0% | +18.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling