+533.8%
ISRG vs COF
+183.0%
+350.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.5% |
| 7D | -6.1% | -5.0% | -1.1% | -4.3% |
| 30D | +4.2% | -2.3% | +6.5% | +5.0% |
| 3M | +9.6% | -12.7% | +22.3% | +15.0% |
| 6M | +1.9% | +6.2% | -4.4% | -0.6% |
| YTD | -22.3% | -19.2% | -3.1% | -16.9% |
| 1Y | -23.2% | -11.5% | -11.7% | -20.5% |
| 3Y | +58.5% | +92.8% | -34.3% | +20.4% |
| 5Y | +23.9% | +34.3% | -10.4% | +4.2% |
| All | +533.8% | +183.0% | +350.8% | +291.9% |
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 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