+242.0%
COF vs BB
+1.6%
+240.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -5.1% | -0.4% | -4.8% | -5.1% |
| 30D | -6.0% | -12.5% | +6.5% | -4.0% |
| 3M | +14.8% | -17.4% | +32.3% | +17.1% |
| 6M | +15.3% | +119.1% | -103.8% | -3.3% |
| YTD | -13.0% | +102.4% | -115.4% | -26.0% |
| 1Y | -5.7% | +98.2% | -103.9% | -20.0% |
| 3Y | +118.1% | +46.9% | +71.2% | +86.3% |
| 5Y | +46.2% | -26.4% | +72.6% | +35.2% |
| All | +242.0% | +1.6% | +240.4% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling