+35.7%
COF vs XLC
+40.7%
-5.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.2% |
| 7D | -3.4% | +3.7% | -7.1% | -6.7% |
| 30D | +0.4% | -1.9% | +2.3% | +1.9% |
| 3M | -12.5% | -3.1% | -9.4% | -10.4% |
| 6M | +8.3% | -6.4% | +14.7% | +14.4% |
| YTD | -18.6% | -6.8% | -11.7% | -13.6% |
| 1Y | -8.6% | -1.7% | -6.9% | -7.9% |
| 3Y | +94.7% | +64.7% | +30.0% | +23.2% |
| All | +35.7% | +40.7% | -5.0% | -5.5% |
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