+161.4%
JPM vs COF
+115.1%
+46.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -2.3% | -6.1% | +3.7% | +0.4% |
| 30D | -2.3% | -5.2% | +2.8% | -0.1% |
| 3M | +14.9% | +17.0% | -2.1% | +6.4% |
| 6M | +23.6% | +12.9% | +10.7% | +16.1% |
| YTD | +11.3% | -13.5% | +24.8% | +17.6% |
| 1Y | +19.9% | -5.9% | +25.8% | +21.4% |
| All | +161.4% | +115.1% | +46.4% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling