-5.7%
COF vs EXEL
+48.5%
-54.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -5.1% | -4.9% | -0.2% | -4.6% |
| 30D | -6.0% | +11.4% | -17.4% | -7.1% |
| 3M | +14.8% | +4.9% | +9.9% | +14.3% |
| 6M | +15.3% | +34.4% | -19.1% | +11.5% |
| YTD | -13.0% | +28.0% | -41.1% | -15.8% |
| 1Y | -5.7% | +43.6% | -49.4% | -9.4% |
| All | -5.7% | +48.5% | -54.3% | -9.4% |
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