+7,994.7%
UNH vs COF
+5,625.4%
+2,369.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | -3.8% | -3.4% | -0.5% | -3.2% |
| 3M | -4.3% | +15.4% | -19.7% | -7.3% |
| 6M | +38.6% | +14.4% | +24.2% | +34.2% |
| YTD | +20.7% | -12.0% | +32.7% | +23.1% |
| 1Y | +16.0% | -3.7% | +19.7% | +15.9% |
| 3Y | -13.5% | +121.1% | -134.5% | -29.3% |
| 5Y | +3.5% | +47.8% | -44.3% | -10.4% |
| 10Y | +245.3% | +250.3% | -5.0% | +137.4% |
| All | +7,994.7% | +5,625.4% | +2,369.2% | +2,263.4% |
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