+47.8%
COF vs EXC
+46.0%
+1.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -3.4% | -0.9% | -2.5% | -3.2% |
| 3M | +15.4% | -2.7% | +18.1% | +15.8% |
| 6M | +14.4% | -9.4% | +23.8% | +16.4% |
| YTD | -12.0% | +3.0% | -15.0% | -13.2% |
| 1Y | -3.7% | +5.1% | -8.9% | -5.8% |
| 3Y | +121.1% | +20.6% | +100.5% | +103.6% |
| 5Y | +47.8% | +45.7% | +2.1% | +25.8% |
| All | +47.8% | +46.0% | +1.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling