+43.1%
COF vs XLB
+32.8%
+10.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.2% |
| 7D | -5.1% | -2.8% | -2.3% | -2.1% |
| 30D | -6.0% | -3.1% | -2.9% | -2.8% |
| 3M | +14.8% | -0.2% | +15.0% | +14.9% |
| 6M | +15.3% | +3.1% | +12.3% | +10.9% |
| YTD | -13.0% | +13.3% | -26.3% | -25.4% |
| 1Y | -5.7% | +12.0% | -17.7% | -18.2% |
| 3Y | +118.1% | +31.4% | +86.7% | +56.5% |
| All | +43.1% | +32.8% | +10.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 5y: compounded portfolio wealth divided by compounded XLB 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…
5y analysis · Full analysis span regression · 6 months rolling