+235.8%
COF vs BIL
+31.3%
+204.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +1.0% |
| 7D | -3.4% | +0.1% | -3.4% | -2.8% |
| 30D | +0.4% | +0.3% | 0.0% | +3.2% |
| 3M | -12.5% | +1.0% | -13.5% | -5.5% |
| 6M | +8.3% | +1.9% | +6.4% | +25.9% |
| YTD | -18.6% | +3.2% | -21.7% | +5.0% |
| 1Y | -8.6% | +3.7% | -12.3% | +22.9% |
| 3Y | +94.7% | +13.8% | +80.8% | +466.8% |
| 5Y | +35.3% | +20.3% | +15.1% | +535.9% |
| 10Y | +185.1% | +26.2% | +159.0% | +1,937.6% |
| All | +235.8% | +31.3% | +204.5% | +2,253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling