+242.0%
COF vs BNY
+416.3%
-174.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -5.1% | -1.3% | -3.8% | -4.0% |
| 30D | -6.0% | -0.2% | -5.9% | -5.9% |
| 3M | +14.8% | +14.9% | -0.1% | +0.3% |
| 6M | +15.3% | +40.0% | -24.7% | -16.5% |
| YTD | -13.0% | +42.0% | -55.0% | -38.0% |
| 1Y | -5.7% | +56.9% | -62.6% | -38.8% |
| 3Y | +118.1% | +289.9% | -171.7% | -39.4% |
| 5Y | +46.2% | +259.2% | -213.0% | -56.8% |
| All | +242.0% | +416.3% | -174.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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