+613.2%
COF vs EXEL
+273.2%
+340.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.8% | +8.4% | -6.6% | +0.2% |
| 30D | -0.6% | +4.1% | -4.6% | -1.5% |
| 3M | +20.3% | +12.4% | +7.9% | +17.4% |
| 6M | +13.0% | +41.5% | -28.5% | +5.1% |
| YTD | -8.3% | +34.6% | -43.0% | -14.1% |
| 1Y | -1.5% | +57.9% | -59.3% | -10.9% |
| 3Y | +122.3% | +159.5% | -37.2% | +78.0% |
| 5Y | +52.5% | +198.5% | -146.0% | +17.2% |
| 10Y | +264.9% | +411.4% | -146.5% | +130.6% |
| All | +613.2% | +273.2% | +340.0% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling