+1,549.9%
LLY vs COF
+248.6%
+1,301.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -2.9% | -5.1% | +2.2% | -2.2% |
| 30D | -8.4% | -6.0% | -2.4% | -7.7% |
| 3M | -3.8% | +14.8% | -18.6% | -5.8% |
| 6M | +11.9% | +15.3% | -3.4% | +9.4% |
| YTD | +4.3% | -13.0% | +17.4% | +5.8% |
| 1Y | +48.5% | -5.7% | +54.2% | +48.6% |
| 3Y | +91.2% | +118.1% | -26.9% | +68.4% |
| 5Y | +387.5% | +46.2% | +341.2% | +346.8% |
| All | +1,549.9% | +248.6% | +1,301.2% | +1,096.6% |
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