+98.4%
COF vs EXE
+187.5%
-89.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -2.7% | -2.7% | +0.1% | -1.9% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +15.4% | +9.5% | +5.9% | +11.9% |
| 6M | +14.4% | -9.3% | +23.8% | +16.9% |
| YTD | -12.0% | -10.9% | -1.1% | -10.0% |
| 1Y | -3.7% | +4.3% | -8.0% | -7.2% |
| 3Y | +121.1% | +18.8% | +102.2% | +101.3% |
| 5Y | +47.8% | +101.4% | -53.6% | +9.5% |
| All | +98.4% | +187.5% | -89.1% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling