+45.4%
COF vs BAX
-67.5%
+112.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -6.1% | -5.4% | -0.6% | -4.5% |
| 30D | -5.2% | -12.4% | +7.2% | -1.3% |
| 3M | +17.0% | +19.1% | -2.1% | +10.5% |
| 6M | +12.9% | +38.6% | -25.7% | +1.5% |
| YTD | -13.5% | +26.7% | -40.3% | -20.8% |
| 1Y | -5.9% | +1.0% | -6.9% | -8.2% |
| 3Y | +117.1% | -33.9% | +151.0% | +135.3% |
| 5Y | +45.4% | -67.0% | +112.4% | +102.4% |
| All | +45.4% | -67.5% | +112.8% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling