+78.9%
UBER vs COF
+44.8%
+34.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -5.4% | -5.1% | -0.3% | -3.1% |
| 30D | -4.9% | -6.0% | +1.1% | -2.2% |
| 3M | +3.0% | +14.8% | -11.8% | -3.8% |
| 6M | -4.4% | +15.3% | -19.7% | -11.1% |
| YTD | -12.3% | -13.0% | +0.8% | -7.7% |
| 1Y | -24.3% | -5.7% | -18.6% | -23.8% |
| 3Y | +46.4% | +118.1% | -71.7% | -10.4% |
| All | +78.9% | +44.8% | +34.0% | +36.1% |
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 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