+120.6%
IBM vs COF
+48.7%
+71.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.8% |
| 7D | +3.6% | -2.7% | +6.2% | +4.3% |
| 30D | +1.5% | -3.4% | +4.9% | +2.4% |
| 3M | -12.9% | +15.4% | -28.3% | -16.4% |
| 6M | -3.9% | +14.4% | -18.3% | -7.7% |
| YTD | -17.3% | -12.0% | -5.4% | -15.2% |
| 1Y | -5.0% | -3.7% | -1.2% | -4.8% |
| 3Y | +78.2% | +121.1% | -42.8% | +43.8% |
| 5Y | +120.6% | +47.8% | +72.8% | +98.9% |
| All | +120.6% | +48.7% | +71.9% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling