+186.9%
LQD vs COF
+876.1%
-689.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | -1.1% | -6.1% | +5.0% | -1.0% |
| 30D | -1.1% | -5.2% | +4.0% | -1.0% |
| 3M | -2.3% | +17.0% | -19.4% | -2.6% |
| 6M | -2.9% | +12.9% | -15.8% | -3.1% |
| YTD | -2.3% | -13.5% | +11.2% | -2.2% |
| 1Y | -2.2% | -5.9% | +3.7% | -2.2% |
| 3Y | +14.0% | +117.1% | -103.1% | +12.5% |
| 5Y | -5.8% | +45.4% | -51.2% | -6.8% |
| 10Y | +22.2% | +244.1% | -221.9% | +19.2% |
| All | +186.9% | +876.1% | -689.2% | +183.3% |
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