+5,555.9%
COF vs EXC
+1,646.4%
+3,909.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -5.1% | -1.1% | -4.0% | -4.7% |
| 30D | -6.0% | -3.6% | -2.4% | -4.4% |
| 3M | +14.8% | -4.3% | +19.1% | +16.8% |
| 6M | +15.3% | -9.9% | +25.3% | +20.3% |
| YTD | -13.0% | +1.8% | -14.8% | -14.9% |
| 1Y | -5.7% | +2.9% | -8.6% | -8.5% |
| 3Y | +118.1% | +19.1% | +99.0% | +91.0% |
| 5Y | +46.2% | +44.8% | +1.4% | +14.3% |
| 10Y | +246.1% | +157.6% | +88.5% | +102.5% |
| All | +5,555.9% | +1,646.4% | +3,909.6% | +2,267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling