-28.0%
ADBE vs COF
-4.6%
-23.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -5.4% | -5.1% | -0.2% | -4.2% |
| 30D | -2.5% | -6.0% | +3.5% | -1.1% |
| 3M | +15.3% | +14.8% | +0.4% | +11.9% |
| 6M | -7.8% | +15.3% | -23.2% | -11.0% |
| YTD | -27.9% | -13.0% | -14.9% | -25.4% |
| 1Y | -28.0% | -5.7% | -22.3% | -27.8% |
| All | -28.0% | -4.6% | -23.5% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling