+640.5%
COF vs BAH
+886.2%
-245.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.8% | -3.2% | +5.1% | +2.8% |
| 30D | -0.6% | +2.0% | -2.6% | -1.3% |
| 3M | +20.3% | -7.6% | +27.9% | +22.3% |
| 6M | +13.0% | -5.7% | +18.7% | +13.4% |
| YTD | -8.3% | -11.7% | +3.4% | -7.0% |
| 1Y | -1.5% | -27.4% | +25.9% | +5.6% |
| 3Y | +122.3% | -32.5% | +154.8% | +132.4% |
| 5Y | +52.5% | -3.3% | +55.8% | +37.5% |
| 10Y | +264.9% | +186.0% | +78.9% | +129.7% |
| All | +640.5% | +886.2% | -245.7% | +184.9% |
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 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