+291.6%
COF vs BLDR
+380.2%
-88.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -2.7% | -2.7% | 0.0% | -1.9% |
| 30D | -3.4% | -14.7% | +11.3% | +0.9% |
| 3M | +15.4% | -20.8% | +36.2% | +22.2% |
| 6M | +14.4% | -35.3% | +49.8% | +27.6% |
| YTD | -12.0% | -40.3% | +28.4% | -0.2% |
| 1Y | -3.7% | -56.3% | +52.5% | +18.6% |
| 3Y | +121.1% | -56.1% | +177.2% | +160.7% |
| 5Y | +47.8% | +12.9% | +34.9% | +30.1% |
| 10Y | +250.3% | +386.5% | -136.1% | +95.9% |
| All | +291.6% | +380.2% | -88.6% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling