+242.0%
COF vs BBWI
-55.0%
+297.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -1.4% |
| 7D | -5.1% | -4.8% | -0.3% | -3.8% |
| 30D | -6.0% | +3.5% | -9.5% | -7.5% |
| 3M | +14.8% | -0.3% | +15.1% | +13.7% |
| 6M | +15.3% | -5.4% | +20.7% | +14.5% |
| YTD | -13.0% | -4.7% | -8.3% | -14.2% |
| 1Y | -5.7% | -30.5% | +24.8% | +0.7% |
| 3Y | +118.1% | -44.3% | +162.5% | +137.2% |
| 5Y | +46.2% | -66.9% | +113.1% | +79.0% |
| All | +242.0% | -55.0% | +297.0% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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