+120.8%
COF vs BP
+37.6%
+83.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -2.7% | +4.0% | -6.6% | -3.2% |
| 30D | -3.4% | +7.8% | -11.2% | -4.4% |
| 3M | +15.4% | +8.4% | +7.0% | +13.9% |
| 6M | +14.4% | +15.1% | -0.6% | +9.7% |
| YTD | -12.0% | +36.4% | -48.4% | -20.7% |
| 1Y | -3.7% | +40.9% | -44.7% | -14.8% |
| All | +120.8% | +37.6% | +83.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling