+43.1%
COF vs BTI
+118.0%
-74.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.0% | -1.1% | -5.0% | -5.8% |
| 3M | +14.8% | -8.8% | +23.6% | +17.5% |
| 6M | +15.3% | -4.0% | +19.3% | +15.5% |
| YTD | -13.0% | +0.4% | -13.4% | -14.6% |
| 1Y | -5.7% | +1.9% | -7.6% | -8.0% |
| 3Y | +118.1% | +108.5% | +9.6% | +48.6% |
| All | +43.1% | +118.0% | -74.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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