+45.4%
COF vs BWA
+86.5%
-41.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.1% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -5.2% | -5.5% | +0.3% | -3.0% |
| 3M | +17.0% | -7.6% | +24.6% | +20.2% |
| 6M | +12.9% | +25.0% | -12.1% | -0.6% |
| YTD | -13.5% | +47.0% | -60.5% | -32.2% |
| 1Y | -5.9% | +54.0% | -59.9% | -28.5% |
| 3Y | +117.1% | +70.7% | +46.4% | +49.3% |
| 5Y | +45.4% | +86.7% | -41.3% | -10.6% |
| All | +45.4% | +86.5% | -41.1% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling