+242.0%
COF vs EXPE
+169.0%
+73.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | 0.0% |
| 7D | -5.1% | -5.8% | +0.6% | -2.8% |
| 30D | -6.0% | -13.6% | +7.6% | -0.3% |
| 3M | +14.8% | +25.2% | -10.4% | +2.8% |
| 6M | +15.3% | +22.3% | -7.0% | +3.7% |
| YTD | -13.0% | -0.3% | -12.7% | -15.8% |
| 1Y | -5.7% | +27.8% | -33.5% | -19.5% |
| 3Y | +118.1% | +162.4% | -44.3% | +25.0% |
| 5Y | +46.2% | +95.8% | -49.6% | -11.1% |
| All | +242.0% | +169.0% | +73.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling