+48.5%
AMZN vs COF
+44.8%
+3.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.7% |
| 7D | -0.7% | -5.1% | +4.5% | +1.9% |
| 30D | -3.9% | -6.0% | +2.1% | -1.1% |
| 3M | +6.3% | +14.8% | -8.5% | -1.1% |
| 6M | +20.8% | +15.3% | +5.4% | +11.7% |
| YTD | +11.2% | -13.0% | +24.3% | +17.0% |
| 1Y | +11.7% | -5.7% | +17.4% | +12.3% |
| 3Y | +79.4% | +118.1% | -38.7% | +11.9% |
| All | +48.5% | +44.8% | +3.7% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling