+269.0%
COF vs BR
+1,278.7%
-1,009.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -5.1% | -3.0% | -2.2% | -3.2% |
| 30D | -6.0% | -0.3% | -5.7% | -6.1% |
| 3M | +14.8% | +17.3% | -2.5% | +1.6% |
| 6M | +15.3% | -6.7% | +22.0% | +18.7% |
| YTD | -13.0% | -23.4% | +10.4% | +1.7% |
| 1Y | -5.7% | -32.7% | +27.0% | +20.6% |
| 3Y | +118.1% | -5.9% | +124.0% | +116.3% |
| 5Y | +46.2% | +8.4% | +37.8% | +27.4% |
| 10Y | +246.1% | +189.2% | +56.8% | +39.6% |
| All | +269.0% | +1,278.7% | -1,009.7% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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