+155.8%
COF vs XLC
+142.6%
+13.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | +1.2% | +0.6% | +0.7% | +0.7% |
| 30D | -1.4% | +0.2% | -1.6% | -1.7% |
| 3M | +19.0% | +0.6% | +18.4% | +17.9% |
| 6M | +14.9% | -4.5% | +19.4% | +20.1% |
| YTD | -10.7% | -4.7% | -6.0% | -6.4% |
| 1Y | -1.3% | -1.7% | +0.4% | +0.1% |
| 3Y | +124.3% | +72.3% | +52.0% | +29.6% |
| 5Y | +51.1% | +37.8% | +13.4% | +9.3% |
| All | +155.8% | +142.6% | +13.2% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling