+118.1%
COF vs PSX
+133.1%
-14.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -5.1% | +1.7% | -6.9% | -5.7% |
| 30D | -6.0% | +15.6% | -21.7% | -10.4% |
| 3M | +14.8% | +46.5% | -31.6% | +0.4% |
| 6M | +15.3% | +55.0% | -39.7% | -2.8% |
| YTD | -13.0% | +105.3% | -118.3% | -36.5% |
| 1Y | -5.7% | +101.6% | -107.3% | -31.0% |
| 3Y | +118.1% | +134.1% | -16.0% | +36.1% |
| All | +118.1% | +133.1% | -14.9% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling