+91.7%
BKNG vs COF
+44.0%
+47.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -10.7% | -6.1% | -4.6% | -8.1% |
| 30D | -18.1% | -5.2% | -12.9% | -16.2% |
| 3M | +8.5% | +17.0% | -8.5% | +1.2% |
| 6M | -0.1% | +12.9% | -13.0% | -5.3% |
| YTD | -18.2% | -13.5% | -4.7% | -13.7% |
| 1Y | -19.9% | -5.9% | -14.0% | -18.7% |
| 3Y | +41.6% | +117.1% | -75.5% | -5.4% |
| All | +91.7% | +44.0% | +47.7% | +47.5% |
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