+151.4%
ADBE vs COF
+248.6%
-97.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -5.4% | -5.1% | -0.2% | -3.8% |
| 30D | -2.5% | -6.0% | +3.5% | -0.7% |
| 3M | +15.3% | +14.8% | +0.4% | +10.3% |
| 6M | -7.8% | +15.3% | -23.2% | -12.3% |
| YTD | -27.9% | -13.0% | -14.9% | -25.6% |
| 1Y | -28.0% | -5.7% | -22.3% | -27.7% |
| 3Y | -55.3% | +118.1% | -173.4% | -66.2% |
| 5Y | -61.7% | +46.2% | -107.9% | -68.2% |
| All | +151.4% | +248.6% | -97.2% | +60.4% |
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