+223.9%
NXPI vs COF
+248.6%
-24.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.2% |
| 7D | +3.9% | -5.1% | +9.0% | +6.8% |
| 30D | +1.4% | -6.0% | +7.4% | +4.7% |
| 3M | -21.5% | +14.8% | -36.4% | -27.7% |
| 6M | +19.4% | +15.3% | +4.1% | +9.3% |
| YTD | +9.9% | -13.0% | +23.0% | +16.2% |
| 1Y | +7.9% | -5.7% | +13.6% | +8.9% |
| 3Y | +22.7% | +118.1% | -95.5% | -22.1% |
| 5Y | +22.1% | +46.2% | -24.2% | -7.5% |
| All | +223.9% | +248.6% | -24.7% | +69.6% |
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