+55.5%
COF vs BTSG
+382.3%
-326.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.9% | -0.2% |
| 7D | -6.1% | -5.8% | -0.3% | -4.8% |
| 30D | -5.2% | 0.0% | -5.1% | -5.3% |
| 3M | +17.0% | -4.5% | +21.5% | +16.8% |
| 6M | +12.9% | +40.0% | -27.1% | +1.0% |
| YTD | -13.5% | +54.6% | -68.1% | -24.9% |
| 1Y | -5.9% | +106.1% | -112.0% | -24.7% |
| All | +55.5% | +382.3% | -326.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling