+242.3%
COF vs XME
+244.0%
-1.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | -3.4% | +1.4% | -4.8% | -4.4% |
| 3M | +15.4% | +2.7% | +12.7% | +12.2% |
| 6M | +14.4% | +6.5% | +7.9% | +7.2% |
| YTD | -12.0% | +15.2% | -27.2% | -22.4% |
| 1Y | -3.7% | +43.5% | -47.3% | -26.9% |
| 3Y | +121.1% | +135.9% | -14.8% | +21.8% |
| 5Y | +47.8% | +181.5% | -133.6% | -29.4% |
| 10Y | +250.3% | +436.9% | -186.5% | +8.3% |
| All | +242.3% | +244.0% | -1.7% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling