-29.9%
BABA vs COF
+49.3%
-79.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -12.3% | -1.4% | -10.9% | -12.1% |
| 3M | -5.3% | +19.0% | -24.3% | -10.8% |
| 6M | -13.1% | +14.9% | -27.9% | -17.3% |
| YTD | -22.4% | -10.7% | -11.7% | -20.7% |
| 1Y | -19.5% | -1.3% | -18.2% | -20.6% |
| 3Y | +32.9% | +124.3% | -91.4% | -9.8% |
| 5Y | -29.9% | +51.1% | -81.0% | -46.3% |
| All | -29.9% | +49.3% | -79.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling