-20.2%
BKNG vs COF
-5.1%
-15.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | -10.7% | -6.1% | -4.6% | -7.5% |
| 30D | -18.1% | -5.2% | -12.9% | -15.7% |
| 3M | +8.5% | +17.0% | -8.5% | -0.1% |
| 6M | -0.1% | +12.9% | -13.0% | -6.3% |
| YTD | -18.2% | -13.5% | -4.7% | -16.0% |
| All | -20.2% | -5.1% | -15.1% | -23.4% |
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