+95.9%
BAC vs COF
+93.8%
+2.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +1.5% | -5.0% | +6.5% | +4.2% |
| 30D | -6.4% | -2.3% | -4.1% | -5.4% |
| 3M | -21.7% | -12.7% | -9.0% | -16.2% |
| 6M | +0.5% | +6.2% | -5.7% | -3.5% |
| YTD | -6.7% | -19.2% | +12.5% | +2.8% |
| 1Y | -4.7% | -11.5% | +6.8% | -0.2% |
| All | +95.9% | +93.8% | +2.1% | +23.6% |
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 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