-5.1%
COF vs BTDR
-69.9%
+64.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.8% |
| 7D | +0.7% | -17.6% | +18.2% | +1.9% |
| 30D | +5.7% | -40.3% | +46.0% | +9.3% |
| 3M | -6.7% | -42.6% | +35.9% | -3.7% |
| 6M | +9.5% | -46.3% | +55.8% | +11.5% |
| YTD | -13.9% | -41.7% | +27.9% | -13.8% |
| 1Y | -5.1% | -69.4% | +64.3% | -2.4% |
| All | -5.1% | -69.9% | +64.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling