+889.4%
BAC vs COF
+5,197.0%
-4,307.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.2% | -3.4% | +6.6% | +5.2% |
| 30D | -0.7% | +0.4% | -1.1% | -1.1% |
| 3M | -20.0% | -12.5% | -7.5% | -13.9% |
| 6M | +3.4% | +8.3% | -4.9% | -2.1% |
| YTD | -5.7% | -18.6% | +12.8% | +4.0% |
| 1Y | -1.4% | -8.6% | +7.2% | +1.6% |
| 3Y | +97.9% | +94.7% | +3.2% | +28.7% |
| 5Y | +22.9% | +35.3% | -12.4% | -5.4% |
| 10Y | +235.3% | +185.1% | +50.2% | +61.9% |
| All | +889.4% | +5,197.0% | -4,307.5% | +74.9% |
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 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