+242.0%
COF vs PSX
+386.4%
-144.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -5.1% | +1.7% | -6.9% | -6.0% |
| 30D | -6.0% | +15.6% | -21.7% | -13.3% |
| 3M | +14.8% | +46.5% | -31.6% | -7.9% |
| 6M | +15.3% | +55.0% | -39.7% | -12.1% |
| YTD | -13.0% | +105.3% | -118.3% | -44.2% |
| 1Y | -5.7% | +101.6% | -107.3% | -39.4% |
| 3Y | +118.1% | +134.1% | -16.0% | +23.9% |
| 5Y | +46.2% | +368.7% | -322.5% | -49.8% |
| All | +242.0% | +386.4% | -144.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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