+73.1%
BAC vs COF
+48.7%
+24.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.2% |
| 7D | +0.6% | -2.7% | +3.3% | +2.0% |
| 30D | -1.4% | -3.4% | +2.0% | +0.3% |
| 3M | +15.7% | +15.4% | +0.3% | +6.6% |
| 6M | +32.2% | +14.4% | +17.8% | +22.0% |
| YTD | +15.8% | -12.0% | +27.8% | +22.2% |
| 1Y | +27.3% | -3.7% | +31.0% | +27.4% |
| 3Y | +137.5% | +121.1% | +16.4% | +46.7% |
| 5Y | +73.1% | +47.8% | +25.2% | +27.9% |
| All | +73.1% | +48.7% | +24.3% | +27.9% |
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