+116.9%
COF vs BBWI
-48.6%
+165.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -6.1% | -8.0% | +1.9% | -4.1% |
| 30D | -5.2% | -6.6% | +1.5% | -3.9% |
| 3M | +17.0% | -2.7% | +19.7% | +16.9% |
| 6M | +12.9% | -12.8% | +25.7% | +14.9% |
| YTD | -13.5% | -10.5% | -3.1% | -12.7% |
| 1Y | -5.9% | -35.3% | +29.5% | +3.0% |
| All | +116.9% | -48.6% | +165.5% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling