+152.5%
JPM vs COF
+44.8%
+107.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.7% | -5.1% | +4.5% | +1.7% |
| 30D | -2.5% | -6.0% | +3.6% | +0.3% |
| 3M | +14.1% | +14.8% | -0.7% | +6.6% |
| 6M | +25.1% | +15.3% | +9.8% | +16.3% |
| YTD | +12.1% | -13.0% | +25.2% | +18.2% |
| 1Y | +18.8% | -5.7% | +24.5% | +20.1% |
| 3Y | +163.4% | +118.1% | +45.3% | +79.7% |
| All | +152.5% | +44.8% | +107.7% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling