+45.4%
COF vs BAH
+1.2%
+44.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.6% | -2.6% |
| 7D | -6.1% | +2.4% | -8.5% | -6.5% |
| 30D | -5.2% | -2.9% | -2.2% | -4.7% |
| 3M | +17.0% | -1.3% | +18.3% | +17.0% |
| 6M | +12.9% | -0.9% | +13.8% | +12.4% |
| YTD | -13.5% | -8.2% | -5.3% | -13.4% |
| 1Y | -5.9% | -24.0% | +18.1% | -2.4% |
| 3Y | +117.1% | -28.1% | +145.2% | +114.0% |
| 5Y | +45.4% | +2.5% | +42.9% | +27.9% |
| All | +45.4% | +1.2% | +44.2% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling