+240.0%
COF vs BIL
+25.2%
+214.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | -6.1% | +0.1% | -6.1% | -5.9% |
| 30D | -5.2% | +0.3% | -5.4% | -4.2% |
| 3M | +17.0% | +0.9% | +16.1% | +20.8% |
| 6M | +12.9% | +1.8% | +11.1% | +20.3% |
| YTD | -13.5% | +2.5% | -16.0% | -5.9% |
| 1Y | -5.9% | +3.7% | -9.5% | +6.8% |
| 3Y | +117.1% | +14.1% | +103.0% | +244.0% |
| 5Y | +45.4% | +19.4% | +26.0% | +176.8% |
| All | +240.0% | +25.2% | +214.8% | +550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling