+120.8%
COF vs BAX
-33.8%
+154.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.0% |
| 7D | -2.7% | -5.1% | +2.4% | -1.3% |
| 30D | -3.4% | -12.2% | +8.8% | -0.2% |
| 3M | +15.4% | +21.8% | -6.4% | +9.5% |
| 6M | +14.4% | +36.3% | -21.9% | +5.2% |
| YTD | -12.0% | +27.8% | -39.8% | -18.2% |
| 1Y | -3.7% | -0.1% | -3.7% | -5.6% |
| All | +120.8% | -33.8% | +154.6% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling