+1,278.0%
AAPL vs COF
+248.6%
+1,029.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.6% |
| 7D | +3.8% | -5.1% | +9.0% | +5.6% |
| 30D | +9.9% | -6.0% | +16.0% | +12.0% |
| 3M | +12.5% | +14.8% | -2.3% | +7.2% |
| 6M | +27.6% | +15.3% | +12.3% | +21.1% |
| YTD | +22.6% | -13.0% | +35.6% | +26.7% |
| 1Y | +45.0% | -5.7% | +50.7% | +45.4% |
| 3Y | +87.8% | +118.1% | -30.4% | +39.6% |
| 5Y | +128.7% | +46.2% | +82.4% | +87.8% |
| All | +1,278.0% | +248.6% | +1,029.4% | +793.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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