+118.1%
COF vs BBY
+42.8%
+75.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | -6.0% | +9.4% | -15.4% | -8.8% |
| 3M | +14.8% | +19.3% | -4.5% | +8.0% |
| 6M | +15.3% | +47.9% | -32.6% | -0.1% |
| YTD | -13.0% | +39.6% | -52.6% | -23.1% |
| 1Y | -5.7% | +22.2% | -27.9% | -13.0% |
| 3Y | +118.1% | +45.0% | +73.2% | +88.7% |
| All | +118.1% | +42.8% | +75.4% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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