-1.5%
COF vs BB
+105.3%
-106.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | -5.6% | +7.5% | +2.3% |
| 30D | -0.6% | -11.8% | +11.2% | +0.4% |
| 3M | +20.3% | -25.5% | +45.8% | +22.4% |
| 6M | +13.0% | +121.3% | -108.2% | -3.9% |
| YTD | -8.3% | +103.2% | -111.5% | -21.6% |
| 1Y | -1.5% | +102.6% | -104.1% | -15.4% |
| All | -1.5% | +105.3% | -106.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling