+35.4%
BABA vs COF
+96.7%
-61.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.5% |
| 7D | +3.8% | -5.8% | +9.6% | +4.7% |
| 30D | -5.4% | -0.3% | -5.0% | -5.4% |
| 3M | -17.9% | -8.5% | -9.4% | -17.0% |
| 6M | -24.1% | +5.6% | -29.7% | -25.1% |
| YTD | -27.4% | -17.1% | -10.3% | -26.1% |
| 1Y | -36.1% | -7.4% | -28.7% | -36.0% |
| 3Y | +35.4% | +99.1% | -63.7% | +15.3% |
| All | +35.4% | +96.7% | -61.3% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling