+143.3%
DELL vs COF
-4.4%
+147.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.7% | -8.4% |
| 7D | -24.6% | +0.7% | -25.3% | -24.8% |
| 30D | -32.5% | +5.7% | -38.2% | -33.8% |
| 3M | -20.2% | -6.7% | -13.5% | -18.4% |
| 6M | +76.5% | +9.5% | +67.0% | +71.7% |
| YTD | +198.9% | -13.9% | +212.8% | +217.8% |
| 1Y | +143.3% | -5.1% | +148.4% | +131.2% |
| All | +143.3% | -4.4% | +147.8% | +131.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling