+240.0%
COF vs EXC
+159.4%
+80.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -6.1% | -1.6% | -4.4% | -5.3% |
| 30D | -5.2% | -2.4% | -2.8% | -4.1% |
| 3M | +17.0% | -4.0% | +21.0% | +18.9% |
| 6M | +12.9% | -9.8% | +22.7% | +17.8% |
| YTD | -13.5% | +2.3% | -15.8% | -15.9% |
| 1Y | -5.9% | +3.8% | -9.7% | -9.5% |
| 3Y | +117.1% | +19.7% | +97.4% | +85.9% |
| 5Y | +45.4% | +45.6% | -0.2% | +6.8% |
| All | +240.0% | +159.4% | +80.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling