+43.1%
COF vs XOP
+158.8%
-115.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -5.1% | +2.6% | -7.8% | -6.1% |
| 30D | -6.0% | +9.6% | -15.6% | -9.4% |
| 3M | +14.8% | +20.4% | -5.5% | +5.8% |
| 6M | +15.3% | +19.9% | -4.6% | +4.5% |
| YTD | -13.0% | +56.4% | -69.4% | -31.0% |
| 1Y | -5.7% | +52.4% | -58.2% | -24.6% |
| 3Y | +118.1% | +39.9% | +78.2% | +78.0% |
| All | +43.1% | +158.8% | -115.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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