+43.1%
COF vs PSX
+362.1%
-319.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -5.1% | +1.7% | -6.9% | -5.8% |
| 30D | -6.0% | +15.6% | -21.7% | -11.1% |
| 3M | +14.8% | +46.5% | -31.6% | -1.4% |
| 6M | +15.3% | +55.0% | -39.7% | -4.6% |
| YTD | -13.0% | +105.3% | -118.3% | -37.1% |
| 1Y | -5.7% | +101.6% | -107.3% | -31.6% |
| 3Y | +118.1% | +134.1% | -16.0% | +43.3% |
| All | +43.1% | +362.1% | -319.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling