+665.3%
COF vs BB
+266.8%
+398.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.9% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | -1.4% | -12.4% | +11.0% | +0.6% |
| 3M | +19.0% | -15.3% | +34.3% | +20.8% |
| 6M | +14.9% | +128.8% | -113.9% | -3.1% |
| YTD | -10.7% | +107.7% | -118.3% | -23.4% |
| 1Y | -1.3% | +103.9% | -105.2% | -15.6% |
| 3Y | +124.3% | +72.6% | +51.7% | +88.2% |
| 5Y | +51.1% | -24.3% | +75.4% | +41.1% |
| 10Y | +252.4% | +3.1% | +249.2% | +164.5% |
| All | +665.3% | +266.8% | +398.5% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling