-20.4%
ORLY vs COF
-4.6%
-15.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -2.4% | -5.1% | +2.8% | -2.4% |
| 30D | -6.8% | -6.0% | -0.7% | -6.8% |
| 3M | -4.8% | +14.8% | -19.6% | -4.2% |
| 6M | -9.1% | +15.3% | -24.4% | -8.4% |
| YTD | -5.9% | -13.0% | +7.1% | -7.5% |
| 1Y | -20.4% | -5.7% | -14.7% | -22.8% |
| All | -20.4% | -4.6% | -15.9% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling