+139.3%
SLB vs COF
+48.7%
+90.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.4% |
| 7D | -1.9% | -2.7% | +0.8% | -0.9% |
| 30D | +7.8% | -3.4% | +11.2% | +9.0% |
| 3M | +2.7% | +15.4% | -12.7% | -3.3% |
| 6M | +22.2% | +14.4% | +7.7% | +14.9% |
| YTD | +51.1% | -12.0% | +63.1% | +56.4% |
| 1Y | +63.3% | -3.7% | +67.1% | +62.5% |
| 3Y | +2.4% | +121.1% | -118.6% | -27.8% |
| 5Y | +139.3% | +47.8% | +91.5% | +90.9% |
| All | +139.3% | +48.7% | +90.6% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling