+149.0%
COF vs XLC
+145.0%
+4.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.4% |
| 7D | -5.1% | +0.5% | -5.7% | -5.6% |
| 30D | -6.0% | +2.1% | -8.1% | -8.1% |
| 3M | +14.8% | +0.7% | +14.1% | +13.6% |
| 6M | +15.3% | -3.2% | +18.5% | +18.9% |
| YTD | -13.0% | -3.8% | -9.3% | -9.8% |
| 1Y | -5.7% | -2.0% | -3.7% | -4.0% |
| 3Y | +118.1% | +71.4% | +46.8% | +26.7% |
| 5Y | +46.2% | +40.7% | +5.5% | +3.4% |
| All | +149.0% | +145.0% | +4.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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