+20.6%
ABNB vs COF
+153.7%
-133.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.6% |
| 7D | -4.4% | +1.2% | -5.6% | -5.0% |
| 30D | -2.0% | -1.4% | -0.6% | -1.3% |
| 3M | +29.8% | +19.0% | +10.8% | +17.3% |
| 6M | +31.0% | +14.9% | +16.1% | +20.5% |
| YTD | +28.6% | -10.7% | +39.3% | +34.9% |
| 1Y | +40.1% | -1.3% | +41.3% | +38.1% |
| 3Y | +19.7% | +124.3% | -104.6% | -30.0% |
| 5Y | +6.5% | +51.1% | -44.7% | -26.1% |
| All | +20.6% | +153.7% | -133.1% | -24.1% |
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