-13.3%
TSLA vs COF
-4.4%
-8.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | +1.7% | +5.7% | -4.0% | -0.3% |
| 3M | +17.7% | -6.7% | +24.4% | +20.6% |
| 6M | -1.9% | +9.5% | -11.3% | -5.1% |
| YTD | -14.3% | -13.9% | -0.5% | -13.8% |
| 1Y | -13.3% | -5.1% | -8.2% | -16.8% |
| All | -13.3% | -4.4% | -8.9% | -16.8% |
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 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