+504.9%
ABBV vs COF
+248.6%
+256.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +0.3% | -5.1% | +5.4% | +1.2% |
| 30D | +3.4% | -6.0% | +9.4% | +4.5% |
| 3M | +15.2% | +14.8% | +0.4% | +12.1% |
| 6M | +14.7% | +15.3% | -0.7% | +11.4% |
| YTD | +15.2% | -13.0% | +28.2% | +17.2% |
| 1Y | +20.4% | -5.7% | +26.1% | +20.3% |
| 3Y | +91.3% | +118.1% | -26.8% | +58.5% |
| 5Y | +189.6% | +46.2% | +143.3% | +154.7% |
| All | +504.9% | +248.6% | +256.2% | +275.9% |
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