+5,862.8%
COF vs BWA
+3,635.5%
+2,227.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -2.0% |
| 7D | +1.8% | +5.7% | -3.8% | -1.4% |
| 30D | -0.6% | +1.4% | -2.0% | -1.7% |
| 3M | +20.3% | -12.1% | +32.4% | +27.7% |
| 6M | +13.0% | +28.6% | -15.5% | -5.1% |
| YTD | -8.3% | +51.1% | -59.4% | -32.3% |
| 1Y | -1.5% | +55.9% | -57.3% | -28.9% |
| 3Y | +122.3% | +70.1% | +52.1% | +46.0% |
| 5Y | +52.5% | +90.7% | -38.2% | -8.3% |
| 10Y | +264.9% | +154.0% | +110.9% | +74.2% |
| All | +5,862.8% | +3,635.5% | +2,227.2% | +508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling