-18.9%
SPGI vs COF
-5.2%
-13.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | -8.9% | -6.1% | -2.8% | -7.2% |
| 30D | +0.6% | -5.2% | +5.8% | +2.2% |
| 3M | +2.0% | +17.0% | -15.0% | -2.4% |
| 6M | +0.1% | +12.9% | -12.8% | -3.5% |
| YTD | -16.4% | -13.5% | -2.9% | -14.8% |
| 1Y | -18.9% | -5.9% | -13.1% | -20.1% |
| All | -18.9% | -5.2% | -13.7% | -20.1% |
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