+2,678.5%
IBM vs COF
+5,862.7%
-3,184.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +1.8% | -2.1% | -0.7% |
| 30D | +0.3% | -0.6% | +0.8% | +0.4% |
| 3M | -21.6% | +20.3% | -41.9% | -24.9% |
| 6M | -4.7% | +13.0% | -17.7% | -7.6% |
| YTD | -19.1% | -8.3% | -10.8% | -17.9% |
| 1Y | -2.5% | -1.5% | -1.0% | -2.7% |
| 3Y | +74.2% | +122.3% | -48.1% | +43.3% |
| 5Y | +113.1% | +52.5% | +60.6% | +86.0% |
| 10Y | +133.5% | +264.9% | -131.3% | +63.4% |
| All | +2,678.5% | +5,862.7% | -3,184.2% | +903.2% |
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