+590.9%
JPM vs COF
+248.6%
+342.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -0.7% | -5.1% | +4.5% | +2.3% |
| 30D | -2.5% | -6.0% | +3.6% | +0.8% |
| 3M | +14.1% | +14.8% | -0.7% | +5.1% |
| 6M | +25.1% | +15.3% | +9.8% | +14.4% |
| YTD | +12.1% | -13.0% | +25.2% | +19.3% |
| 1Y | +18.8% | -5.7% | +24.5% | +20.1% |
| 3Y | +163.4% | +118.1% | +45.3% | +58.6% |
| 5Y | +156.5% | +46.2% | +110.3% | +86.4% |
| All | +590.9% | +248.6% | +342.2% | +172.9% |
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