+242.0%
COF vs XME
+421.4%
-179.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | -5.1% | -4.2% | -0.9% | -2.6% |
| 30D | -6.0% | -2.7% | -3.3% | -4.7% |
| 3M | +14.8% | -3.9% | +18.8% | +16.4% |
| 6M | +15.3% | -1.0% | +16.3% | +12.7% |
| YTD | -13.0% | +9.8% | -22.9% | -22.0% |
| 1Y | -5.7% | +32.5% | -38.3% | -26.9% |
| 3Y | +118.1% | +124.3% | -6.2% | +14.9% |
| 5Y | +46.2% | +165.8% | -119.6% | -35.2% |
| All | +242.0% | +421.4% | -179.4% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling