+5,709.6%
COF vs BBWI
+766.3%
+4,943.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.6% | -1.3% |
| 7D | +1.2% | +1.6% | -0.3% | +0.6% |
| 30D | -1.4% | -6.2% | +4.8% | +0.5% |
| 3M | +19.0% | +4.3% | +14.7% | +15.3% |
| 6M | +14.9% | -7.2% | +22.0% | +14.2% |
| YTD | -10.7% | -3.0% | -7.7% | -13.3% |
| 1Y | -1.3% | -30.8% | +29.5% | +7.1% |
| 3Y | +124.3% | -43.4% | +167.7% | +144.9% |
| 5Y | +51.1% | -66.7% | +117.9% | +93.3% |
| 10Y | +252.4% | -55.7% | +308.0% | +195.0% |
| All | +5,709.6% | +766.3% | +4,943.3% | +895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling