+45.0%
AAPL vs COF
-4.6%
+49.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.6% |
| 7D | +3.8% | -5.1% | +9.0% | +4.9% |
| 30D | +9.9% | -6.0% | +16.0% | +11.2% |
| 3M | +12.5% | +14.8% | -2.3% | +9.0% |
| 6M | +27.6% | +15.3% | +12.3% | +23.5% |
| YTD | +22.6% | -13.0% | +35.6% | +23.8% |
| 1Y | +45.0% | -5.7% | +50.7% | +40.0% |
| All | +45.0% | -4.6% | +49.5% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling