+147.5%
COF vs BOXX
+18.5%
+129.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -6.0% | +0.3% | -6.3% | -5.9% |
| 3M | +14.8% | +1.0% | +13.8% | +15.5% |
| 6M | +15.3% | +1.9% | +13.4% | +16.7% |
| YTD | -13.0% | +2.7% | -15.7% | -11.6% |
| 1Y | -5.7% | +4.0% | -9.8% | -2.1% |
| 3Y | +118.1% | +14.7% | +103.5% | +264.0% |
| All | +147.5% | +18.5% | +129.0% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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