+94.7%
COF vs BBWI
-24.0%
+118.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.4% | +12.9% | -12.5% | -2.8% |
| 3M | -12.5% | +16.0% | -28.5% | -16.5% |
| 6M | +8.3% | +16.6% | -8.3% | +2.4% |
| YTD | -18.6% | +9.7% | -28.3% | -22.3% |
| 1Y | -8.6% | +1.5% | -10.1% | -12.1% |
| 3Y | +94.7% | -21.4% | +116.0% | +106.6% |
| All | +94.7% | -24.0% | +118.6% | +106.6% |
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