+45.4%
COF vs EXPE
+90.4%
-45.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.4% |
| 7D | -6.1% | -8.7% | +2.6% | -3.0% |
| 30D | -5.2% | -13.6% | +8.5% | -0.3% |
| 3M | +17.0% | +26.6% | -9.6% | +6.3% |
| 6M | +12.9% | +19.9% | -7.0% | +4.1% |
| YTD | -13.5% | -1.7% | -11.8% | -15.3% |
| 1Y | -5.9% | +29.4% | -35.3% | -17.7% |
| 3Y | +117.1% | +155.7% | -38.5% | +39.3% |
| 5Y | +45.4% | +93.1% | -47.7% | -3.9% |
| All | +45.4% | +90.4% | -45.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling