+264.2%
COF vs BURL
+217.6%
+46.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.4% |
| 7D | +1.8% | -2.8% | +4.6% | +2.8% |
| 30D | -0.6% | -28.2% | +27.6% | +12.6% |
| 3M | +20.3% | -17.6% | +37.9% | +28.7% |
| 6M | +13.0% | -11.8% | +24.8% | +16.9% |
| YTD | -8.3% | -8.1% | -0.2% | -6.8% |
| 1Y | -1.5% | -12.0% | +10.5% | +0.6% |
| 3Y | +122.3% | +63.3% | +59.0% | +66.5% |
| 5Y | +52.5% | -10.8% | +63.3% | +40.1% |
| All | +264.2% | +217.6% | +46.6% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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