+43.1%
COF vs XME
+162.6%
-119.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -5.1% | -4.2% | -0.9% | -3.1% |
| 30D | -6.0% | -2.7% | -3.3% | -4.9% |
| 3M | +14.8% | -3.9% | +18.8% | +16.3% |
| 6M | +15.3% | -1.0% | +16.3% | +13.3% |
| YTD | -13.0% | +9.8% | -22.9% | -20.6% |
| 1Y | -5.7% | +32.5% | -38.3% | -24.4% |
| 3Y | +118.1% | +124.3% | -6.2% | +23.8% |
| All | +43.1% | +162.6% | -119.4% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling