+13.7%
SPGI vs COF
+35.3%
-21.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.2% | -3.4% | +4.6% | +2.3% |
| 30D | +15.9% | +0.4% | +15.5% | +15.8% |
| 3M | +12.3% | -12.5% | +24.8% | +16.7% |
| 6M | +23.7% | +8.3% | +15.4% | +20.4% |
| YTD | -3.5% | -18.6% | +15.0% | +1.5% |
| 1Y | +0.4% | -8.6% | +9.0% | +2.1% |
| 3Y | +29.9% | +94.7% | -64.8% | +1.9% |
| All | +13.7% | +35.3% | -21.6% | -8.2% |
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 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