+242.0%
COF vs XEL
+151.6%
+90.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | -0.3% | -4.9% | -5.1% |
| 30D | -6.0% | -3.9% | -2.1% | -4.6% |
| 3M | +14.8% | -2.8% | +17.6% | +15.8% |
| 6M | +15.3% | -5.4% | +20.7% | +17.2% |
| YTD | -13.0% | +3.8% | -16.8% | -15.1% |
| 1Y | -5.7% | +6.8% | -12.5% | -9.4% |
| 3Y | +118.1% | +45.6% | +72.5% | +79.5% |
| 5Y | +46.2% | +30.7% | +15.5% | +25.0% |
| All | +242.0% | +151.6% | +90.4% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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