-46.7%
CMCSA vs COF
+44.1%
-90.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.9% |
| 7D | -5.6% | -6.1% | +0.5% | -3.8% |
| 30D | -1.9% | -5.2% | +3.3% | -0.4% |
| 3M | +6.4% | +17.0% | -10.6% | +1.3% |
| 6M | -16.9% | +12.9% | -29.8% | -20.2% |
| YTD | -6.8% | -13.5% | +6.8% | -3.7% |
| 1Y | -15.9% | -5.9% | -10.0% | -15.7% |
| 3Y | -33.4% | +117.1% | -150.5% | -50.8% |
| 5Y | -46.7% | +45.4% | -92.1% | -57.5% |
| All | -46.7% | +44.1% | -90.8% | -57.5% |
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