+7,089.4%
JPM vs COF
+5,625.4%
+1,463.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +1.1% |
| 7D | -0.4% | -2.7% | +2.2% | +0.9% |
| 30D | -1.4% | -3.4% | +2.0% | +0.2% |
| 3M | +13.9% | +15.4% | -1.5% | +5.3% |
| 6M | +23.5% | +14.4% | +9.1% | +14.3% |
| YTD | +11.6% | -12.0% | +23.6% | +17.5% |
| 1Y | +21.4% | -3.7% | +25.1% | +21.4% |
| 3Y | +163.4% | +121.1% | +42.4% | +66.2% |
| 5Y | +152.5% | +47.8% | +104.7% | +87.8% |
| 10Y | +592.1% | +250.3% | +341.8% | +213.0% |
| All | +7,089.4% | +5,625.4% | +1,463.9% | +914.5% |
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