-6.2%
COF vs EXPE
+29.0%
-35.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.2% |
| 7D | -6.1% | -8.7% | +2.6% | -3.6% |
| 30D | -5.2% | -13.6% | +8.5% | -1.2% |
| 3M | +17.0% | +26.6% | -9.6% | +8.0% |
| 6M | +12.9% | +19.9% | -7.0% | +5.4% |
| YTD | -13.5% | -1.7% | -11.8% | -16.2% |
| All | -6.2% | +29.0% | -35.2% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling