+5,523.6%
COF vs BDX
+3,069.1%
+2,454.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | -6.1% | -5.4% | -0.7% | -3.9% |
| 30D | -5.2% | -2.2% | -3.0% | -4.3% |
| 3M | +17.0% | +20.1% | -3.1% | +8.3% |
| 6M | +12.9% | +9.1% | +3.9% | +8.6% |
| YTD | -13.5% | +17.9% | -31.4% | -19.6% |
| 1Y | -5.9% | +22.1% | -27.9% | -13.9% |
| 3Y | +117.1% | -10.5% | +127.7% | +120.9% |
| 5Y | +45.4% | -2.6% | +48.0% | +42.0% |
| 10Y | +244.1% | +57.5% | +186.6% | +167.9% |
| All | +5,523.6% | +3,069.1% | +2,454.5% | +1,473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling