+557.8%
COF vs BAH
+1,076.0%
-518.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -3.4% | +1.7% | -5.1% | -3.9% |
| 30D | +0.4% | +20.8% | -20.4% | -5.2% |
| 3M | -12.5% | +11.6% | -24.1% | -15.7% |
| 6M | +8.3% | +23.1% | -14.8% | +0.5% |
| YTD | -18.6% | +5.3% | -23.8% | -21.9% |
| 1Y | -8.6% | +6.1% | -14.8% | -12.8% |
| 3Y | +94.7% | -27.5% | +122.2% | +100.6% |
| 5Y | +35.3% | +6.2% | +29.2% | +19.2% |
| 10Y | +185.1% | +202.2% | -17.1% | +76.4% |
| All | +557.8% | +1,076.0% | -518.2% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling