+1,714.9%
NXPI vs COF
+577.0%
+1,137.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -0.2% |
| 7D | +0.7% | +1.2% | -0.6% | -0.1% |
| 30D | -6.6% | -1.4% | -5.2% | -6.0% |
| 3M | -25.4% | +19.0% | -44.4% | -33.2% |
| 6M | +11.9% | +14.9% | -3.0% | +1.7% |
| YTD | +4.0% | -10.7% | +14.7% | +8.8% |
| 1Y | +1.0% | -1.3% | +2.3% | -0.9% |
| 3Y | +16.3% | +124.3% | -108.0% | -31.8% |
| 5Y | +17.7% | +51.1% | -33.4% | -16.1% |
| 10Y | +195.8% | +252.4% | -56.5% | +3.9% |
| All | +1,714.9% | +577.0% | +1,137.9% | +254.5% |
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