-5.1%
COF vs XME
+5.2%
-10.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +0.7% | -5.5% | +6.2% | +2.0% |
| 30D | +5.7% | -11.1% | +16.8% | +8.5% |
| 3M | -6.7% | -11.1% | +4.4% | -4.4% |
| 6M | +9.5% | -18.0% | +27.5% | +13.4% |
| YTD | -13.9% | -7.4% | -6.5% | -16.2% |
| 1Y | -5.1% | +6.7% | -11.7% | -13.5% |
| All | -5.1% | +5.2% | -10.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling