+94.7%
COF vs BP
+51.6%
+43.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -3.4% | +3.8% | -7.2% | -3.8% |
| 30D | +0.4% | -5.3% | +5.7% | +0.9% |
| 3M | -12.5% | +9.3% | -21.8% | -13.8% |
| 6M | +8.3% | +7.2% | +1.1% | +6.9% |
| YTD | -18.6% | +38.0% | -56.6% | -27.1% |
| 1Y | -8.6% | +33.2% | -41.8% | -17.2% |
| 3Y | +94.7% | +50.3% | +44.4% | +65.0% |
| All | +94.7% | +51.6% | +43.1% | +65.0% |
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