-5.7%
COF vs XHB
-14.9%
+9.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | -5.1% | -4.6% | -0.5% | -2.7% |
| 30D | -6.0% | -9.1% | +3.1% | -1.1% |
| 3M | +14.8% | -8.6% | +23.4% | +19.9% |
| 6M | +15.3% | -4.0% | +19.4% | +16.6% |
| YTD | -13.0% | -3.9% | -9.1% | -12.5% |
| 1Y | -5.7% | -16.5% | +10.8% | -3.6% |
| All | -5.7% | -14.9% | +9.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling