+43.1%
COF vs XLC
+39.8%
+3.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | +14.8% | +0.7% | +14.1% | +13.7% |
| 6M | +15.3% | -3.2% | +18.5% | +18.8% |
| YTD | -13.0% | -3.8% | -9.3% | -10.0% |
| 1Y | -5.7% | -2.0% | -3.7% | -4.0% |
| 3Y | +118.1% | +71.4% | +46.8% | +33.9% |
| All | +43.1% | +39.8% | +3.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling