+879.5%
BAC vs COF
+5,156.8%
-4,277.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | +1.5% | -5.0% | +6.5% | +4.5% |
| 30D | -6.4% | -2.3% | -4.1% | -5.3% |
| 3M | -21.7% | -12.7% | -9.0% | -15.7% |
| 6M | +0.5% | +6.2% | -5.7% | -3.8% |
| YTD | -6.7% | -19.2% | +12.5% | +3.4% |
| 1Y | -4.7% | -11.5% | +6.8% | +0.1% |
| 3Y | +96.1% | +92.8% | +3.3% | +28.2% |
| 5Y | +21.7% | +34.3% | -12.6% | -5.9% |
| 10Y | +232.0% | +183.0% | +49.0% | +61.0% |
| All | +879.5% | +5,156.8% | -4,277.3% | +73.9% |
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