+242.0%
COF vs BAX
-38.1%
+280.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.2% |
| 7D | -5.1% | -7.9% | +2.7% | -2.2% |
| 30D | -6.0% | -11.7% | +5.6% | -1.6% |
| 3M | +14.8% | +16.2% | -1.4% | +7.9% |
| 6M | +15.3% | +32.0% | -16.6% | +2.8% |
| YTD | -13.0% | +24.7% | -37.8% | -21.7% |
| 1Y | -5.7% | -2.6% | -3.1% | -7.4% |
| 3Y | +118.1% | -35.0% | +153.1% | +141.8% |
| 5Y | +46.2% | -67.6% | +113.8% | +122.1% |
| All | +242.0% | -38.1% | +280.1% | +373.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling