+28.2%
BABA vs COF
+222.5%
-194.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | +1.8% | -6.6% | -5.2% |
| 30D | -11.9% | -0.6% | -11.3% | -11.9% |
| 3M | -9.3% | +20.3% | -29.6% | -14.2% |
| 6M | -14.2% | +13.0% | -27.3% | -17.6% |
| YTD | -22.0% | -8.3% | -13.7% | -21.1% |
| 1Y | -12.7% | -1.5% | -11.2% | -13.7% |
| 3Y | +26.7% | +122.3% | -95.6% | -4.6% |
| 5Y | -29.3% | +52.5% | -81.8% | -42.0% |
| 10Y | +21.2% | +264.9% | -243.6% | -28.3% |
| All | +28.2% | +222.5% | -194.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling