+118.1%
COF vs BB
+64.9%
+53.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.3% |
| 3M | +14.8% | -17.4% | +32.3% | +16.6% |
| 6M | +15.3% | +119.1% | -103.8% | -2.5% |
| YTD | -13.0% | +102.4% | -115.4% | -25.5% |
| 1Y | -5.7% | +98.2% | -103.9% | -19.4% |
| 3Y | +118.1% | +46.9% | +71.2% | +79.1% |
| All | +118.1% | +64.9% | +53.2% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling