+73.9%
MSFT vs COF
+44.8%
+29.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -0.8% | -5.1% | +4.3% | +0.7% |
| 30D | +0.8% | -6.0% | +6.9% | +2.6% |
| 3M | +27.2% | +14.8% | +12.4% | +22.0% |
| 6M | +22.9% | +15.3% | +7.6% | +17.4% |
| YTD | +3.1% | -13.0% | +16.2% | +6.4% |
| 1Y | -0.3% | -5.7% | +5.5% | +0.1% |
| 3Y | +50.1% | +118.1% | -68.0% | +11.7% |
| All | +73.9% | +44.8% | +29.1% | +33.1% |
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