+73.6%
SLB vs COF
+37.7%
+35.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -1.2% | -4.5% | +3.3% | +0.4% |
| 30D | +4.5% | -2.0% | +6.5% | +5.1% |
| 3M | -4.6% | -9.7% | +5.2% | -1.3% |
| 6M | -6.3% | +8.0% | -14.3% | -9.6% |
| YTD | +35.0% | -17.7% | +52.7% | +42.8% |
| 1Y | +38.8% | -9.3% | +48.1% | +41.2% |
| 3Y | +3.3% | +96.3% | -93.0% | -22.6% |
| 5Y | +73.6% | +37.0% | +36.6% | +48.0% |
| All | +73.6% | +37.7% | +35.9% | +48.0% |
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