+13,193.3%
GOOGL vs COF
+316.4%
+12,876.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.9% |
| 7D | -1.9% | -2.7% | +0.8% | -1.1% |
| 30D | -7.5% | -3.4% | -4.1% | -6.6% |
| 3M | -9.2% | +15.4% | -24.6% | -12.8% |
| 6M | +8.1% | +14.4% | -6.4% | +4.0% |
| YTD | +5.8% | -12.0% | +17.8% | +8.7% |
| 1Y | +38.3% | -3.7% | +42.1% | +38.3% |
| 3Y | +144.8% | +121.1% | +23.7% | +91.3% |
| 5Y | +132.5% | +47.8% | +84.7% | +98.5% |
| 10Y | +746.7% | +250.3% | +496.4% | +442.1% |
| All | +13,193.3% | +316.4% | +12,876.9% | +6,627.9% |
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