+5,555.9%
COF vs XEL
+1,263.8%
+4,292.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | -0.3% | -4.9% | -5.0% |
| 30D | -6.0% | -3.9% | -2.1% | -4.4% |
| 3M | +14.8% | -2.8% | +17.6% | +16.0% |
| 6M | +15.3% | -5.4% | +20.7% | +17.4% |
| YTD | -13.0% | +3.8% | -16.8% | -15.3% |
| 1Y | -5.7% | +6.8% | -12.5% | -9.7% |
| 3Y | +118.1% | +45.6% | +72.5% | +78.0% |
| 5Y | +46.2% | +30.7% | +15.5% | +23.8% |
| 10Y | +246.1% | +151.7% | +94.4% | +114.5% |
| All | +5,555.9% | +1,263.8% | +4,292.2% | +1,600.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling