+104,697.6%
AAPL vs COF
+5,709.6%
+98,988.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -2.7% | +1.2% | -4.0% | -3.1% |
| 30D | +1.0% | -1.4% | +2.4% | +1.3% |
| 3M | +5.0% | +19.0% | -14.1% | -0.1% |
| 6M | +23.0% | +14.9% | +8.2% | +18.0% |
| YTD | +16.6% | -10.7% | +27.3% | +19.1% |
| 1Y | +33.4% | -1.3% | +34.7% | +32.3% |
| 3Y | +79.9% | +124.3% | -44.4% | +40.6% |
| 5Y | +109.0% | +51.1% | +57.9% | +78.0% |
| 10Y | +1,210.4% | +252.4% | +958.1% | +737.8% |
| All | +104,697.6% | +5,709.6% | +98,988.0% | +29,797.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling