+5,709.6%
COF vs BAX
+591.9%
+5,117.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.0% |
| 7D | +1.2% | -2.4% | +3.7% | +2.3% |
| 30D | -1.4% | -9.7% | +8.3% | +2.7% |
| 3M | +19.0% | +29.3% | -10.2% | +6.4% |
| 6M | +14.9% | +40.7% | -25.8% | -1.4% |
| YTD | -10.7% | +30.3% | -41.0% | -21.7% |
| 1Y | -1.3% | +3.4% | -4.7% | -5.8% |
| 3Y | +124.3% | -32.0% | +156.3% | +143.3% |
| 5Y | +51.1% | -66.9% | +118.0% | +119.1% |
| 10Y | +252.4% | -37.1% | +289.4% | +281.7% |
| All | +5,709.6% | +591.9% | +5,117.7% | +2,203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling