-55.9%
ADBE vs COF
+115.1%
-171.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | -12.9% | -6.1% | -6.8% | -11.5% |
| 30D | -5.6% | -5.2% | -0.5% | -4.3% |
| 3M | +6.6% | +17.0% | -10.4% | +2.1% |
| 6M | -9.6% | +12.9% | -22.5% | -12.8% |
| YTD | -28.9% | -13.5% | -15.4% | -26.6% |
| 1Y | -28.9% | -5.9% | -23.1% | -28.5% |
| All | -55.9% | +115.1% | -171.0% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling