+116.9%
COF vs XME
+124.3%
-7.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.1% |
| 7D | -6.1% | -3.0% | -3.0% | -4.8% |
| 30D | -5.2% | -2.6% | -2.6% | -4.3% |
| 3M | +17.0% | +2.2% | +14.9% | +15.1% |
| 6M | +12.9% | +0.7% | +12.2% | +10.4% |
| YTD | -13.5% | +10.9% | -24.5% | -21.2% |
| 1Y | -5.9% | +35.7% | -41.6% | -25.9% |
| All | +116.9% | +124.3% | -7.4% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling