+76.0%
AMZN vs COF
+115.1%
-39.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -2.7% | -6.1% | +3.4% | -0.2% |
| 30D | -7.5% | -5.2% | -2.3% | -5.5% |
| 3M | +5.8% | +17.0% | -11.2% | -1.5% |
| 6M | +17.5% | +12.9% | +4.6% | +10.8% |
| YTD | +9.1% | -13.5% | +22.7% | +14.4% |
| 1Y | +9.4% | -5.9% | +15.2% | +9.9% |
| All | +76.0% | +115.1% | -39.0% | +15.1% |
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