+250.3%
COF vs ALLY
+178.1%
+72.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.7% |
| 7D | -2.7% | -1.9% | -0.7% | -1.2% |
| 30D | -3.4% | -4.5% | +1.1% | 0.0% |
| 3M | +15.4% | -2.8% | +18.2% | +17.9% |
| 6M | +14.4% | +10.3% | +4.1% | +5.8% |
| YTD | -12.0% | -5.7% | -6.3% | -8.2% |
| 1Y | -3.7% | +3.9% | -7.7% | -7.0% |
| 3Y | +121.1% | +64.7% | +56.3% | +44.6% |
| 5Y | +47.8% | -2.6% | +50.4% | +39.4% |
| 10Y | +250.3% | +186.0% | +64.3% | +35.7% |
| All | +250.3% | +178.1% | +72.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling