+18.7%
CTSH vs COF
+246.6%
-227.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -9.8% | -6.1% | -3.7% | -7.6% |
| 30D | +0.1% | -5.2% | +5.3% | +2.1% |
| 3M | +13.2% | +17.0% | -3.8% | +6.4% |
| 6M | -6.2% | +12.9% | -19.1% | -10.9% |
| YTD | -28.5% | -13.5% | -14.9% | -25.2% |
| 1Y | -13.8% | -5.9% | -7.9% | -12.8% |
| 3Y | -13.7% | +117.1% | -130.8% | -38.6% |
| 5Y | -16.7% | +45.4% | -62.1% | -33.0% |
| All | +18.7% | +246.6% | -227.9% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling