+43.1%
COF vs BBY
+1.5%
+41.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.6% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | -6.0% | +9.4% | -15.4% | -9.4% |
| 3M | +14.8% | +19.3% | -4.5% | +6.7% |
| 6M | +15.3% | +47.9% | -32.6% | -2.6% |
| YTD | -13.0% | +39.6% | -52.6% | -24.9% |
| 1Y | -5.7% | +22.2% | -27.9% | -14.5% |
| 3Y | +118.1% | +45.0% | +73.2% | +74.4% |
| All | +43.1% | +1.5% | +41.6% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling