+1,547.1%
QQQ vs COF
+547.3%
+999.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -1.3% | -6.1% | +4.8% | +0.5% |
| 30D | -1.4% | -5.2% | +3.8% | +0.1% |
| 3M | +2.3% | +17.0% | -14.7% | -2.4% |
| 6M | +16.9% | +12.9% | +4.0% | +12.4% |
| YTD | +15.6% | -13.5% | +29.2% | +19.3% |
| 1Y | +22.6% | -5.9% | +28.5% | +23.2% |
| 3Y | +93.5% | +117.1% | -23.6% | +50.8% |
| 5Y | +93.9% | +45.4% | +48.5% | +65.8% |
| 10Y | +564.6% | +244.1% | +320.5% | +315.8% |
| All | +1,547.1% | +547.3% | +999.8% | +492.5% |
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