+16.7%
BABA vs COF
+248.5%
-231.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.5% |
| 7D | -2.2% | -2.7% | +0.5% | -1.5% |
| 30D | -17.3% | -3.4% | -14.0% | -16.7% |
| 3M | -7.8% | +15.4% | -23.2% | -11.6% |
| 6M | -16.8% | +14.4% | -31.2% | -20.2% |
| YTD | -24.7% | -12.0% | -12.7% | -23.0% |
| 1Y | -24.9% | -3.7% | -21.2% | -25.3% |
| 3Y | +29.1% | +121.1% | -92.0% | -1.4% |
| 5Y | -30.5% | +47.8% | -78.3% | -42.1% |
| 10Y | +16.7% | +250.3% | -233.6% | -21.6% |
| All | +16.7% | +248.5% | -231.8% | -21.6% |
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