+795.1%
BKNG vs COF
+479.9%
+315.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -10.7% | -6.1% | -4.6% | -8.5% |
| 30D | -18.1% | -5.2% | -12.9% | -16.5% |
| 3M | +8.5% | +17.0% | -8.5% | +2.4% |
| 6M | -0.1% | +12.9% | -13.0% | -4.4% |
| YTD | -18.2% | -13.5% | -4.7% | -14.1% |
| 1Y | -19.9% | -5.9% | -14.0% | -18.5% |
| 3Y | +41.6% | +117.1% | -75.5% | +2.9% |
| 5Y | +93.1% | +45.4% | +47.7% | +59.2% |
| 10Y | +214.8% | +244.1% | -29.3% | +79.8% |
| All | +795.1% | +479.9% | +315.2% | +160.4% |
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 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