+3,034.2%
ABT vs COF
+5,625.4%
-2,591.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -4.7% | -2.7% | -2.1% | -4.4% |
| 30D | -3.1% | -3.4% | +0.2% | -2.7% |
| 3M | +16.1% | +15.4% | +0.7% | +13.7% |
| 6M | -5.3% | +14.4% | -19.8% | -7.3% |
| YTD | -14.4% | -12.0% | -2.5% | -13.3% |
| 1Y | -18.4% | -3.7% | -14.7% | -18.5% |
| 3Y | +11.2% | +121.1% | -109.9% | -3.2% |
| 5Y | -9.4% | +47.8% | -57.2% | -17.5% |
| 10Y | +209.7% | +250.3% | -40.6% | +140.0% |
| All | +3,034.2% | +5,625.4% | -2,591.2% | +1,278.2% |
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