-1.5%
COF vs EXEL
+59.2%
-60.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.8% | +8.4% | -6.6% | +1.0% |
| 30D | -0.6% | +4.1% | -4.6% | -1.0% |
| 3M | +20.3% | +12.4% | +7.9% | +18.9% |
| 6M | +13.0% | +41.5% | -28.5% | +8.7% |
| YTD | -8.3% | +34.6% | -43.0% | -11.7% |
| 1Y | -1.5% | +57.9% | -59.3% | -5.3% |
| All | -1.5% | +59.2% | -60.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling