+43.1%
COF vs BDX
-2.2%
+45.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -5.1% | -3.2% | -2.0% | -3.9% |
| 30D | -6.0% | -2.5% | -3.5% | -5.0% |
| 3M | +14.8% | +21.4% | -6.6% | +5.6% |
| 6M | +15.3% | +10.4% | +4.9% | +10.3% |
| YTD | -13.0% | +18.8% | -31.9% | -19.6% |
| 1Y | -5.7% | +21.7% | -27.4% | -13.8% |
| 3Y | +118.1% | -10.0% | +128.1% | +125.0% |
| All | +43.1% | -2.2% | +45.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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