+5,956.8%
ADBE vs COF
+5,709.6%
+247.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.7% |
| 7D | -10.1% | +1.2% | -11.3% | -10.4% |
| 30D | -3.0% | -1.4% | -1.6% | -2.6% |
| 3M | +5.0% | +19.0% | -14.0% | -0.8% |
| 6M | -9.3% | +14.9% | -24.2% | -13.6% |
| YTD | -26.5% | -10.7% | -15.8% | -24.7% |
| 1Y | -28.3% | -1.3% | -27.0% | -28.9% |
| 3Y | -54.1% | +124.3% | -178.4% | -65.5% |
| 5Y | -61.2% | +51.1% | -112.3% | -67.8% |
| 10Y | +152.5% | +252.4% | -99.8% | +48.1% |
| All | +5,956.8% | +5,709.6% | +247.2% | +1,530.2% |
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