+45.4%
COF vs BEN
+36.2%
+9.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -0.9% |
| 7D | -6.1% | +0.3% | -6.4% | -6.3% |
| 30D | -5.2% | +0.9% | -6.1% | -5.8% |
| 3M | +17.0% | +9.2% | +7.8% | +10.1% |
| 6M | +12.9% | +36.8% | -23.9% | -9.1% |
| YTD | -13.5% | +44.4% | -57.9% | -32.7% |
| 1Y | -5.9% | +45.8% | -51.7% | -27.5% |
| 3Y | +117.1% | +52.5% | +64.6% | +56.4% |
| 5Y | +45.4% | +37.7% | +7.7% | +7.4% |
| All | +45.4% | +36.2% | +9.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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