+2,769.2%
SPY vs COF
+5,862.8%
-3,093.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +0.1% | -0.6% | +0.6% | +0.1% |
| 3M | +2.0% | +20.3% | -18.3% | -3.0% |
| 6M | +13.0% | +13.0% | 0.0% | +9.0% |
| YTD | +13.5% | -8.3% | +21.9% | +15.1% |
| 1Y | +20.0% | -1.5% | +21.4% | +19.1% |
| 3Y | +77.2% | +122.3% | -45.1% | +40.0% |
| 5Y | +81.9% | +52.5% | +29.4% | +55.0% |
| 10Y | +314.1% | +264.9% | +49.2% | +167.7% |
| All | +2,769.2% | +5,862.8% | -3,093.6% | +771.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling