+242.0%
COF vs XRT
+128.2%
+113.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.6% |
| 7D | -5.1% | -3.2% | -1.9% | -2.5% |
| 30D | -6.0% | -4.5% | -1.5% | -2.4% |
| 3M | +14.8% | -3.1% | +17.9% | +17.6% |
| 6M | +15.3% | +4.2% | +11.1% | +11.0% |
| YTD | -13.0% | -0.1% | -12.9% | -13.0% |
| 1Y | -5.7% | -3.0% | -2.7% | -3.5% |
| 3Y | +118.1% | +41.8% | +76.3% | +60.5% |
| 5Y | +46.2% | -1.3% | +47.5% | +42.6% |
| All | +242.0% | +128.2% | +113.8% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling