+5,709.6%
COF vs BTI
+4,313.7%
+1,395.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +1.2% | -1.4% | +2.6% | +1.7% |
| 30D | -1.4% | -7.0% | +5.6% | +1.0% |
| 3M | +19.0% | -6.3% | +25.3% | +21.2% |
| 6M | +14.9% | -2.0% | +16.8% | +14.5% |
| YTD | -10.7% | +0.2% | -10.9% | -11.9% |
| 1Y | -1.3% | +3.8% | -5.1% | -4.1% |
| 3Y | +124.3% | +112.1% | +12.2% | +65.3% |
| 5Y | +51.1% | +113.6% | -62.5% | +11.0% |
| 10Y | +252.4% | +69.6% | +182.8% | +172.6% |
| All | +5,709.6% | +4,313.7% | +1,395.9% | +2,473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling