+1,274.6%
CMCSA vs COF
+5,625.4%
-4,350.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.2% |
| 7D | -8.3% | -2.7% | -5.6% | -7.6% |
| 30D | -2.4% | -3.4% | +0.9% | -1.5% |
| 3M | +4.5% | +15.4% | -10.9% | 0.0% |
| 6M | -18.8% | +14.4% | -33.2% | -22.2% |
| YTD | -8.9% | -12.0% | +3.0% | -6.7% |
| 1Y | -18.3% | -3.7% | -14.5% | -18.6% |
| 3Y | -35.0% | +121.1% | -156.0% | -50.2% |
| 5Y | -48.2% | +47.8% | -96.0% | -56.6% |
| 10Y | +4.6% | +250.3% | -245.8% | -36.2% |
| All | +1,274.6% | +5,625.4% | -4,350.8% | +258.4% |
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