+11.7%
BABA vs COF
+185.2%
-173.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -13.8% | -3.4% | -10.4% | -13.0% |
| 30D | -15.1% | +0.4% | -15.5% | -15.2% |
| 3M | -22.7% | -12.5% | -10.2% | -20.2% |
| 6M | -34.7% | +8.3% | -43.0% | -36.5% |
| YTD | -35.0% | -18.6% | -16.5% | -32.2% |
| 1Y | -40.4% | -8.6% | -31.8% | -39.8% |
| 3Y | +21.9% | +94.7% | -72.7% | -3.8% |
| 5Y | -39.9% | +35.3% | -75.2% | -48.8% |
| All | +11.7% | +185.2% | -173.5% | -18.6% |
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 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