+755.6%
GOOGL vs COF
+248.6%
+506.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | 0.0% | -5.1% | +5.2% | +1.7% |
| 30D | -1.4% | -6.0% | +4.6% | +0.5% |
| 3M | -5.3% | +14.8% | -20.2% | -9.6% |
| 6M | +9.8% | +15.3% | -5.5% | +4.6% |
| YTD | +8.4% | -13.0% | +21.4% | +12.1% |
| 1Y | +41.2% | -5.7% | +46.9% | +41.9% |
| 3Y | +149.6% | +118.1% | +31.4% | +85.5% |
| 5Y | +142.6% | +46.2% | +96.3% | +99.1% |
| All | +755.6% | +248.6% | +506.9% | +448.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling