+45.4%
COF vs BB
-29.9%
+75.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.2% |
| 7D | -6.1% | -2.1% | -4.0% | -5.7% |
| 30D | -5.2% | -16.0% | +10.9% | -2.1% |
| 3M | +17.0% | -14.5% | +31.5% | +18.5% |
| 6M | +12.9% | +118.6% | -105.6% | -8.5% |
| YTD | -13.5% | +98.9% | -112.5% | -28.4% |
| 1Y | -5.9% | +99.5% | -105.3% | -22.8% |
| 3Y | +117.1% | +65.4% | +51.8% | +75.4% |
| 5Y | +45.4% | -27.6% | +73.0% | +37.4% |
| All | +45.4% | -29.9% | +75.3% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling