+1,645.5%
GE vs COF
+5,709.6%
-4,064.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.3% |
| 7D | +1.2% | +1.2% | -0.1% | +0.7% |
| 30D | -9.5% | -1.4% | -8.1% | -9.1% |
| 3M | +4.1% | +19.0% | -14.9% | -2.2% |
| 6M | +3.9% | +14.9% | -10.9% | -1.1% |
| YTD | +9.0% | -10.7% | +19.7% | +12.5% |
| 1Y | +21.9% | -1.3% | +23.2% | +21.0% |
| 3Y | +281.8% | +124.3% | +157.5% | +176.6% |
| 5Y | +436.7% | +51.1% | +385.6% | +336.7% |
| 10Y | +151.5% | +252.4% | -100.8% | +49.3% |
| All | +1,645.5% | +5,709.6% | -4,064.2% | +306.1% |
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