+43.7%
COF vs BTDR
+23.3%
+20.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -1.3% |
| 7D | -2.7% | +14.8% | -17.5% | -3.6% |
| 30D | -3.4% | +41.8% | -45.2% | -5.7% |
| 3M | +15.4% | -29.2% | +44.6% | +16.9% |
| 6M | +14.4% | +66.2% | -51.8% | +8.8% |
| YTD | -12.0% | +10.0% | -22.0% | -14.5% |
| 1Y | -3.7% | -11.0% | +7.2% | -6.6% |
| 3Y | +121.1% | +6.9% | +114.1% | +95.5% |
| 5Y | +47.8% | +24.7% | +23.1% | +28.7% |
| All | +43.7% | +23.3% | +20.4% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling