+13,245.4%
GOOG vs COF
+309.0%
+12,936.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.1% |
| 7D | -2.5% | -6.1% | +3.6% | -0.8% |
| 30D | -3.6% | -5.2% | +1.5% | -2.3% |
| 3M | -6.4% | +17.0% | -23.4% | -10.5% |
| 6M | +7.8% | +12.9% | -5.1% | +4.0% |
| YTD | +5.5% | -13.5% | +19.0% | +8.8% |
| 1Y | +38.3% | -5.9% | +44.1% | +39.1% |
| 3Y | +143.1% | +117.1% | +26.0% | +90.6% |
| 5Y | +135.0% | +45.4% | +89.6% | +101.3% |
| 10Y | +778.1% | +244.1% | +534.0% | +463.9% |
| All | +13,245.4% | +309.0% | +12,936.4% | +6,679.2% |
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 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