+46.1%
GOOGL vs COF
+0.3%
+45.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.3% | +1.8% | -4.2% | -2.8% |
| 30D | -6.6% | -0.6% | -6.0% | -6.5% |
| 3M | -9.0% | +20.3% | -29.3% | -13.3% |
| 6M | +11.8% | +13.0% | -1.2% | +7.5% |
| YTD | +8.3% | -8.3% | +16.6% | +7.3% |
| 1Y | +46.1% | -1.5% | +47.6% | +41.4% |
| All | +46.1% | +0.3% | +45.8% | +41.4% |
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