+39.7%
GOOG vs COF
-4.6%
+44.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.4% |
| 7D | 0.0% | -5.1% | +5.2% | +1.4% |
| 30D | -2.0% | -6.0% | +4.1% | -0.4% |
| 3M | -5.9% | +14.8% | -20.7% | -9.1% |
| 6M | +8.9% | +15.3% | -6.4% | +5.1% |
| YTD | +7.1% | -13.0% | +20.2% | +7.6% |
| 1Y | +39.7% | -5.7% | +45.4% | +36.6% |
| All | +39.7% | -4.6% | +44.2% | +36.6% |
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