+143.8%
IBM vs COF
+248.6%
-104.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.6% | -5.1% | +8.7% | +5.3% |
| 30D | +3.1% | -6.0% | +9.1% | +5.1% |
| 3M | -10.8% | +14.8% | -25.7% | -15.1% |
| 6M | -0.8% | +15.3% | -16.2% | -5.9% |
| YTD | -16.2% | -13.0% | -3.1% | -13.0% |
| 1Y | -2.9% | -5.7% | +2.8% | -2.0% |
| 3Y | +79.8% | +118.1% | -38.3% | +33.8% |
| 5Y | +124.9% | +46.2% | +78.7% | +85.2% |
| All | +143.8% | +248.6% | -104.8% | +40.1% |
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