+188.1%
COF vs ALLY
+182.4%
+5.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | -0.5% |
| 7D | -4.5% | -2.8% | -1.7% | -2.5% |
| 30D | -2.0% | +1.9% | -3.9% | -3.6% |
| 3M | -9.7% | -12.1% | +2.4% | -0.8% |
| 6M | +8.0% | -9.0% | +17.0% | +15.5% |
| YTD | -17.7% | -12.9% | -4.8% | -9.1% |
| 1Y | -9.3% | -0.1% | -9.2% | -9.8% |
| 3Y | +96.3% | +64.6% | +31.7% | +28.7% |
| 5Y | +37.0% | -10.1% | +47.0% | +37.0% |
| 10Y | +188.1% | +176.7% | +11.4% | +18.5% |
| All | +188.1% | +182.4% | +5.7% | +18.5% |
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