+34,813.6%
CTSH vs COF
+674.6%
+34,139.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.1% | -3.4% | +1.2% | -1.0% |
| 30D | +1.4% | +0.4% | +1.0% | +1.1% |
| 3M | +7.5% | -12.5% | +20.0% | +12.1% |
| 6M | +39.6% | +8.3% | +31.3% | +35.1% |
| YTD | -22.3% | -18.6% | -3.7% | -17.6% |
| 1Y | -12.0% | -8.6% | -3.3% | -10.2% |
| 3Y | +1.8% | +94.7% | -92.9% | -21.5% |
| 5Y | -15.8% | +35.3% | -51.2% | -28.7% |
| 10Y | +34.8% | +185.1% | -150.3% | -17.3% |
| All | +34,813.6% | +674.6% | +34,139.0% | +9,182.3% |
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