+2,058.7%
NXPI vs COF
+517.3%
+1,541.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +6.8% | -3.4% | +10.1% | +8.9% |
| 30D | +20.0% | +0.4% | +19.7% | +19.8% |
| 3M | +14.8% | -12.5% | +27.4% | +24.0% |
| 6M | -10.5% | +8.3% | -18.8% | -15.5% |
| YTD | +23.7% | -18.6% | +42.3% | +36.4% |
| 1Y | +34.1% | -8.6% | +42.7% | +38.0% |
| 3Y | +51.2% | +94.7% | -43.4% | -3.1% |
| 5Y | +33.4% | +35.3% | -1.9% | +1.9% |
| 10Y | +209.2% | +185.1% | +24.1% | +26.2% |
| All | +2,058.7% | +517.3% | +1,541.5% | +344.7% |
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