+251.0%
COF vs EXPE
+776.5%
-525.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.9% | +5.3% | +0.8% |
| 7D | +1.2% | -9.8% | +11.0% | +5.6% |
| 30D | -1.4% | -11.5% | +10.1% | +3.4% |
| 3M | +19.0% | +21.7% | -2.7% | +8.4% |
| 6M | +14.9% | +10.4% | +4.5% | +8.3% |
| YTD | -10.7% | -2.5% | -8.2% | -12.5% |
| 1Y | -1.3% | +27.3% | -28.6% | -14.9% |
| 3Y | +124.3% | +153.5% | -29.2% | +35.6% |
| 5Y | +51.1% | +91.1% | -40.0% | -3.0% |
| 10Y | +252.4% | +153.1% | +99.3% | +80.5% |
| All | +251.0% | +776.5% | -525.4% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling