+45.4%
COF vs EXE
+99.3%
-53.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.9% |
| 7D | -6.1% | -2.2% | -3.9% | -5.5% |
| 30D | -5.2% | -0.8% | -4.4% | -5.0% |
| 3M | +17.0% | +10.0% | +7.0% | +13.4% |
| 6M | +12.9% | -6.3% | +19.2% | +14.2% |
| YTD | -13.5% | -10.7% | -2.9% | -11.7% |
| 1Y | -5.9% | +2.7% | -8.5% | -8.7% |
| 3Y | +117.1% | +19.1% | +98.0% | +98.1% |
| 5Y | +45.4% | +105.4% | -60.0% | +10.5% |
| All | +45.4% | +99.3% | -53.9% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling