-5.7%
COF vs BLDR
-57.4%
+51.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | 0.0% |
| 7D | -5.1% | -8.2% | +3.1% | -3.0% |
| 30D | -6.0% | -16.6% | +10.6% | -1.6% |
| 3M | +14.8% | -23.2% | +38.0% | +21.8% |
| 6M | +15.3% | -33.7% | +49.1% | +25.9% |
| YTD | -13.0% | -41.3% | +28.3% | -2.8% |
| 1Y | -5.7% | -58.8% | +53.1% | +8.6% |
| All | -5.7% | -57.4% | +51.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling