+5,523.6%
COF vs BKR
+647.7%
+4,875.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | +0.7% |
| 7D | -6.1% | -6.7% | +0.6% | -3.7% |
| 30D | -5.2% | -8.3% | +3.2% | -2.1% |
| 3M | +17.0% | -5.4% | +22.4% | +18.6% |
| 6M | +12.9% | +0.8% | +12.1% | +10.6% |
| YTD | -13.5% | +31.8% | -45.4% | -23.8% |
| 1Y | -5.9% | +28.6% | -34.4% | -16.7% |
| 3Y | +117.1% | +71.2% | +45.9% | +70.3% |
| 5Y | +45.4% | +179.2% | -133.8% | -8.8% |
| 10Y | +244.1% | +124.0% | +120.1% | +116.6% |
| All | +5,523.6% | +647.7% | +4,875.9% | +2,282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling