+6.7%
AMZN vs COF
-4.4%
+11.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.3% | +6.4% |
| 7D | +4.5% | +0.7% | +3.8% | +4.2% |
| 30D | +5.8% | +5.7% | +0.1% | +4.0% |
| 3M | -4.1% | -6.7% | +2.6% | -2.2% |
| 6M | -2.2% | +9.5% | -11.7% | -5.4% |
| YTD | +15.3% | -13.9% | +29.1% | +16.2% |
| 1Y | +6.7% | -5.1% | +11.8% | +1.8% |
| All | +6.7% | -4.4% | +11.1% | +1.8% |
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