-5.1%
COF vs XRT
+18.0%
-23.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -5.1% |
| 7D | +0.7% | +8.0% | -7.3% | -5.1% |
| 30D | +5.7% | +13.0% | -7.3% | -4.2% |
| 3M | -6.7% | +1.7% | -8.4% | -7.6% |
| 6M | +9.5% | +12.6% | -3.1% | -1.4% |
| YTD | -13.9% | +10.7% | -24.5% | -19.9% |
| 1Y | -5.1% | +18.4% | -23.5% | -16.3% |
| All | -5.1% | +18.0% | -23.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling