+4,135.3%
JNJ vs COF
+5,625.4%
-1,490.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.6% |
| 7D | -3.0% | -2.7% | -0.3% | -2.6% |
| 30D | +2.5% | -3.4% | +5.9% | +2.9% |
| 3M | +13.2% | +15.4% | -2.2% | +11.2% |
| 6M | +11.3% | +14.4% | -3.1% | +9.2% |
| YTD | +31.1% | -12.0% | +43.1% | +32.4% |
| 1Y | +54.3% | -3.7% | +58.1% | +53.9% |
| 3Y | +81.1% | +121.1% | -39.9% | +60.7% |
| 5Y | +82.7% | +47.8% | +34.9% | +67.5% |
| 10Y | +196.5% | +250.3% | -53.8% | +134.6% |
| All | +4,135.3% | +5,625.4% | -1,490.2% | +1,851.7% |
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