-22.1%
SQQQ vs COF
-6.0%
-16.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.2% | +20.4% | +18.4% |
| 7D | +31.0% | -2.3% | +33.3% | +29.0% |
| 30D | +55.7% | +4.1% | +51.6% | +60.4% |
| 3M | +31.2% | -7.7% | +38.9% | +24.8% |
| 6M | +5.1% | +8.3% | -3.2% | +14.0% |
| YTD | -24.9% | -14.9% | -9.9% | -24.6% |
| 1Y | -22.1% | -6.5% | -15.6% | -12.1% |
| All | -22.1% | -6.0% | -16.0% | -12.1% |
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