+15.7%
BABA vs COF
+202.4%
-186.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +2.4% | -6.2% | +8.5% | +4.0% |
| 30D | -7.8% | -1.7% | -6.1% | -7.4% |
| 3M | -22.4% | -10.2% | -12.1% | -20.4% |
| 6M | -26.0% | +4.2% | -30.2% | -27.3% |
| YTD | -29.3% | -18.2% | -11.0% | -26.4% |
| 1Y | -37.5% | -9.7% | -27.8% | -36.7% |
| 3Y | +31.9% | +95.0% | -63.1% | +4.2% |
| 5Y | -33.4% | +36.8% | -70.3% | -43.4% |
| 10Y | +15.7% | +192.6% | -176.9% | -11.1% |
| All | +15.7% | +202.4% | -186.7% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling