+58.7%
SLB vs COF
-5.2%
+63.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | -2.4% | -6.1% | +3.6% | -1.7% |
| 30D | +4.9% | -5.2% | +10.0% | +5.6% |
| 3M | +1.4% | +17.0% | -15.6% | -1.3% |
| 6M | +17.6% | +12.9% | +4.7% | +14.8% |
| YTD | +48.3% | -13.5% | +61.9% | +54.5% |
| 1Y | +58.7% | -5.9% | +64.5% | +59.2% |
| All | +58.7% | -5.2% | +63.9% | +59.2% |
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