+34,247.0%
CTSH vs COF
+771.9%
+33,475.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | +1.8% | -4.5% | -3.3% |
| 30D | +12.4% | -0.6% | +12.9% | +12.5% |
| 3M | +17.4% | +20.3% | -2.9% | +9.9% |
| 6M | -3.1% | +13.0% | -16.1% | -7.5% |
| YTD | -23.6% | -8.3% | -15.2% | -22.0% |
| 1Y | -10.8% | -1.5% | -9.4% | -11.3% |
| 3Y | -8.3% | +122.3% | -130.6% | -32.5% |
| 5Y | -11.3% | +52.5% | -63.8% | -27.9% |
| 10Y | +22.6% | +264.9% | -242.3% | -30.8% |
| All | +34,247.0% | +771.9% | +33,475.1% | +8,692.1% |
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