+118.1%
COF vs XHB
+23.1%
+95.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | -5.1% | -4.6% | -0.5% | -2.6% |
| 30D | -6.0% | -9.1% | +3.1% | -0.9% |
| 3M | +14.8% | -8.6% | +23.4% | +20.3% |
| 6M | +15.3% | -4.0% | +19.4% | +17.2% |
| YTD | -13.0% | -3.9% | -9.1% | -12.0% |
| 1Y | -5.7% | -16.5% | +10.8% | +3.1% |
| 3Y | +118.1% | +22.6% | +95.6% | +85.4% |
| All | +118.1% | +23.1% | +95.1% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling