+27.5%
BAC vs COF
-5.2%
+32.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -0.3% | -6.1% | +5.8% | +2.4% |
| 30D | -1.8% | -5.2% | +3.4% | +0.4% |
| 3M | +15.3% | +17.0% | -1.7% | +7.3% |
| 6M | +30.2% | +12.9% | +17.3% | +22.8% |
| YTD | +15.6% | -13.5% | +29.1% | +21.0% |
| 1Y | +27.5% | -5.9% | +33.3% | +27.7% |
| All | +27.5% | -5.2% | +32.7% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling