-13.3%
BKNG vs COF
-6.0%
-7.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | +12.2% | -2.3% | +14.5% | +13.6% |
| 30D | +7.0% | +4.1% | +2.9% | +4.3% |
| 3M | -18.3% | -7.7% | -10.6% | -14.7% |
| 6M | +1.1% | +8.3% | -7.2% | -3.8% |
| YTD | -20.7% | -14.9% | -5.8% | -18.6% |
| 1Y | -13.3% | -6.5% | -6.8% | -17.2% |
| All | -13.3% | -6.0% | -7.3% | -17.2% |
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