+5,862.8%
COF vs BAX
+618.9%
+5,243.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +1.8% | -1.1% | +3.0% | +2.3% |
| 30D | -0.6% | -5.5% | +4.9% | +1.6% |
| 3M | +20.3% | +33.5% | -13.2% | +6.2% |
| 6M | +13.0% | +35.9% | -22.8% | -1.6% |
| YTD | -8.3% | +35.4% | -43.7% | -20.9% |
| 1Y | -1.5% | +9.8% | -11.2% | -8.3% |
| 3Y | +122.3% | -32.7% | +155.0% | +142.4% |
| 5Y | +52.5% | -65.6% | +118.0% | +117.6% |
| 10Y | +264.9% | -34.9% | +299.8% | +290.0% |
| All | +5,862.8% | +618.9% | +5,243.9% | +2,227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling