+96.0%
COF vs EXE
+182.2%
-86.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | -5.1% | -3.1% | -2.0% | -4.3% |
| 30D | -6.0% | -0.9% | -5.1% | -5.8% |
| 3M | +14.8% | +9.6% | +5.3% | +11.2% |
| 6M | +15.3% | -11.6% | +26.9% | +18.8% |
| YTD | -13.0% | -12.6% | -0.5% | -10.6% |
| 1Y | -5.7% | +1.2% | -6.9% | -8.2% |
| 3Y | +118.1% | +18.0% | +100.1% | +98.9% |
| 5Y | +46.2% | +101.1% | -54.9% | +8.1% |
| All | +96.0% | +182.2% | -86.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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