+118.1%
COF vs BG
+18.0%
+100.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | -5.1% | +3.1% | -8.3% | -5.4% |
| 30D | -6.0% | +10.2% | -16.3% | -7.1% |
| 3M | +14.8% | -1.7% | +16.5% | +15.1% |
| 6M | +15.3% | +1.0% | +14.4% | +14.6% |
| YTD | -13.0% | +39.9% | -53.0% | -20.2% |
| 1Y | -5.7% | +53.2% | -58.9% | -15.7% |
| 3Y | +118.1% | +16.3% | +101.9% | +106.3% |
| All | +118.1% | +18.0% | +100.2% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling