+5,523.6%
COF vs BBY
+3,276.6%
+2,247.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -5.2% | +5.8% | -10.9% | -7.0% |
| 3M | +17.0% | +18.0% | -1.0% | +10.5% |
| 6M | +12.9% | +39.8% | -26.9% | +0.1% |
| YTD | -13.5% | +35.4% | -48.9% | -22.6% |
| 1Y | -5.9% | +21.4% | -27.3% | -13.1% |
| 3Y | +117.1% | +39.5% | +77.6% | +86.6% |
| 5Y | +45.4% | -0.5% | +45.9% | +36.2% |
| 10Y | +244.1% | +240.0% | +4.0% | +116.0% |
| All | +5,523.6% | +3,276.6% | +2,247.0% | +1,746.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling