+12.3%
QQQ vs COF
-4.4%
+16.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.8% |
| 30D | -8.5% | +5.7% | -14.2% | -9.7% |
| 3M | -4.3% | -6.7% | +2.4% | -2.8% |
| 6M | +3.1% | +9.5% | -6.4% | +0.4% |
| YTD | +13.0% | -13.9% | +26.9% | +13.6% |
| 1Y | +12.3% | -5.1% | +17.3% | +8.7% |
| All | +12.3% | -4.4% | +16.7% | +8.7% |
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 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