+34.3%
COF vs EXC
+39.8%
-5.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | -1.9% | -3.1% | -4.7% |
| 30D | -2.3% | +7.8% | -10.0% | -3.6% |
| 3M | -12.7% | +1.9% | -14.5% | -13.0% |
| 6M | +6.2% | +3.4% | +2.8% | +5.3% |
| YTD | -19.2% | +7.6% | -26.8% | -21.0% |
| 1Y | -11.5% | +2.1% | -13.6% | -12.4% |
| 3Y | +92.8% | +29.6% | +63.2% | +73.9% |
| 5Y | +34.3% | +39.5% | -5.2% | +13.8% |
| All | +34.3% | +39.8% | -5.4% | +13.8% |
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