+392.6%
COF vs PSX
+1,167.1%
-774.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.8% |
| 7D | -2.7% | +1.8% | -4.5% | -3.5% |
| 30D | -3.4% | +21.6% | -25.0% | -12.4% |
| 3M | +15.4% | +46.5% | -31.1% | -5.5% |
| 6M | +14.4% | +62.0% | -47.6% | -12.5% |
| YTD | -12.0% | +106.3% | -118.3% | -41.0% |
| 1Y | -3.7% | +103.0% | -106.7% | -35.4% |
| 3Y | +121.1% | +135.5% | -14.5% | +33.8% |
| 5Y | +47.8% | +368.5% | -320.7% | -41.0% |
| 10Y | +250.3% | +386.6% | -136.3% | +28.8% |
| All | +392.6% | +1,167.1% | -774.5% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling