+51.1%
COF vs ALLY
-0.2%
+51.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -0.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.5% |
| 30D | -1.4% | -3.3% | +1.9% | +1.0% |
| 3M | +19.0% | +0.5% | +18.6% | +18.7% |
| 6M | +14.9% | +12.6% | +2.3% | +5.3% |
| YTD | -10.7% | -4.7% | -6.0% | -7.7% |
| 1Y | -1.3% | +5.2% | -6.5% | -5.1% |
| 3Y | +124.3% | +66.5% | +57.8% | +51.7% |
| 5Y | +51.1% | +0.2% | +50.9% | +46.7% |
| All | +51.1% | -0.2% | +51.4% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling