+43.1%
COF vs BLDR
+10.9%
+32.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | -5.1% | -8.2% | +3.1% | -2.4% |
| 30D | -6.0% | -16.6% | +10.6% | -0.3% |
| 3M | +14.8% | -23.2% | +38.0% | +24.1% |
| 6M | +15.3% | -33.7% | +49.1% | +30.2% |
| YTD | -13.0% | -41.3% | +28.3% | +1.5% |
| 1Y | -5.7% | -58.8% | +53.1% | +24.2% |
| 3Y | +118.1% | -57.5% | +175.6% | +162.1% |
| All | +43.1% | +10.9% | +32.2% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling