+43.1%
COF vs BTDR
+20.7%
+22.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | +0.3% |
| 7D | -5.1% | -3.4% | -1.8% | -4.9% |
| 30D | -6.0% | +32.6% | -38.6% | -7.9% |
| 3M | +14.8% | -32.2% | +47.1% | +16.7% |
| 6M | +15.3% | +52.4% | -37.0% | +10.2% |
| YTD | -13.0% | +6.7% | -19.7% | -15.4% |
| 1Y | -5.7% | -15.2% | +9.5% | -8.2% |
| 3Y | +118.1% | +14.9% | +103.2% | +93.6% |
| All | +43.1% | +20.7% | +22.4% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling