+66.3%
MA vs COF
+48.7%
+17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.1% |
| 7D | -3.5% | -2.7% | -0.9% | -2.6% |
| 30D | +0.8% | -3.4% | +4.1% | +1.9% |
| 3M | +14.8% | +15.4% | -0.6% | +8.8% |
| 6M | +10.0% | +14.4% | -4.4% | +4.3% |
| YTD | -0.1% | -12.0% | +11.9% | +3.4% |
| 1Y | -2.2% | -3.7% | +1.5% | -2.2% |
| 3Y | +39.3% | +121.1% | -81.8% | -1.7% |
| 5Y | +66.3% | +47.8% | +18.5% | +36.1% |
| All | +66.3% | +48.7% | +17.6% | +36.1% |
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