+47.8%
COF vs BIL
+19.4%
+28.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | +0.1% | -2.7% | -2.4% |
| 30D | -3.4% | +0.3% | -3.6% | -2.0% |
| 3M | +15.4% | +0.9% | +14.5% | +20.6% |
| 6M | +14.4% | +1.8% | +12.6% | +24.5% |
| YTD | -12.0% | +2.5% | -14.4% | -1.4% |
| 1Y | -3.7% | +3.7% | -7.4% | +14.4% |
| 3Y | +121.1% | +14.1% | +107.0% | +315.3% |
| 5Y | +47.8% | +19.4% | +28.4% | +323.6% |
| All | +47.8% | +19.4% | +28.4% | +323.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling