+242.0%
COF vs BTG
+159.3%
+82.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -5.1% | -3.8% | -1.4% | -5.0% |
| 30D | -6.0% | +3.6% | -9.7% | -6.2% |
| 3M | +14.8% | +32.0% | -17.2% | +13.0% |
| 6M | +15.3% | +3.4% | +12.0% | +14.6% |
| YTD | -13.0% | +20.8% | -33.8% | -14.4% |
| 1Y | -5.7% | +22.4% | -28.1% | -7.5% |
| 3Y | +118.1% | +91.7% | +26.4% | +107.4% |
| 5Y | +46.2% | +79.0% | -32.8% | +39.0% |
| All | +242.0% | +159.3% | +82.7% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling