+5,709.6%
COF vs BP
+829.7%
+4,879.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.8% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | -1.4% | +9.1% | -10.5% | -6.2% |
| 3M | +19.0% | +3.9% | +15.1% | +14.8% |
| 6M | +14.9% | +13.6% | +1.2% | +4.0% |
| YTD | -10.7% | +34.0% | -44.7% | -26.9% |
| 1Y | -1.3% | +39.2% | -40.4% | -21.2% |
| 3Y | +124.3% | +36.4% | +87.9% | +76.3% |
| 5Y | +51.1% | +135.8% | -84.7% | -15.6% |
| 10Y | +252.4% | +125.0% | +127.3% | +94.0% |
| All | +5,709.6% | +829.7% | +4,879.9% | +1,632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling