+31,416.6%
AVGO vs COF
+790.2%
+30,626.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.0% | +1.8% | -4.8% | -3.8% |
| 30D | -14.4% | -0.6% | -13.9% | -14.4% |
| 3M | -14.4% | +20.3% | -34.7% | -21.5% |
| 6M | +13.1% | +13.0% | +0.1% | +6.0% |
| YTD | +3.8% | -8.3% | +12.1% | +5.6% |
| 1Y | +17.8% | -1.5% | +19.2% | +15.4% |
| 3Y | +325.3% | +122.3% | +203.0% | +185.9% |
| 5Y | +689.9% | +52.5% | +637.4% | +503.2% |
| 10Y | +2,597.0% | +264.9% | +2,332.1% | +1,148.1% |
| All | +31,416.6% | +790.2% | +30,626.4% | +10,141.7% |
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