+242.0%
COF vs BWA
+156.8%
+85.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.2% |
| 7D | -5.1% | -1.3% | -3.8% | -4.5% |
| 30D | -6.0% | -2.9% | -3.1% | -4.7% |
| 3M | +14.8% | -10.7% | +25.5% | +21.0% |
| 6M | +15.3% | +26.5% | -11.1% | -2.0% |
| YTD | -13.0% | +49.1% | -62.1% | -35.3% |
| 1Y | -5.7% | +52.1% | -57.8% | -31.1% |
| 3Y | +118.1% | +72.6% | +45.6% | +40.7% |
| 5Y | +46.2% | +89.4% | -43.2% | -13.9% |
| All | +242.0% | +156.8% | +85.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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