+56.4%
COF vs BTSG
+389.4%
-333.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -5.1% | -3.3% | -1.9% | -4.5% |
| 30D | -6.0% | -1.6% | -4.4% | -5.8% |
| 3M | +14.8% | -6.9% | +21.7% | +15.5% |
| 6M | +15.3% | +42.1% | -26.8% | +2.8% |
| YTD | -13.0% | +56.8% | -69.9% | -24.7% |
| 1Y | -5.7% | +109.8% | -115.5% | -24.9% |
| All | +56.4% | +389.4% | -333.0% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling