+242.0%
COF vs BKR
+125.3%
+116.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | -5.1% | -7.0% | +1.8% | -1.9% |
| 30D | -6.0% | -8.1% | +2.1% | -2.2% |
| 3M | +14.8% | -6.6% | +21.5% | +17.6% |
| 6M | +15.3% | +0.9% | +14.5% | +12.0% |
| YTD | -13.0% | +31.1% | -44.1% | -26.5% |
| 1Y | -5.7% | +27.7% | -33.4% | -19.8% |
| 3Y | +118.1% | +71.2% | +46.9% | +56.1% |
| 5Y | +46.2% | +177.6% | -131.4% | -24.3% |
| All | +242.0% | +125.3% | +116.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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