+216.6%
COF vs XRT
+539.9%
-323.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.4% |
| 7D | -3.4% | +1.7% | -5.1% | -5.2% |
| 30D | +0.4% | +7.5% | -7.1% | -7.4% |
| 3M | -12.5% | +2.2% | -14.7% | -15.3% |
| 6M | +8.3% | +14.7% | -6.4% | -6.9% |
| YTD | -18.6% | +7.5% | -26.1% | -25.2% |
| 1Y | -8.6% | +14.1% | -22.7% | -21.0% |
| 3Y | +94.7% | +58.8% | +35.9% | +18.1% |
| 5Y | +35.3% | -3.9% | +39.3% | +31.7% |
| 10Y | +185.1% | +137.7% | +47.5% | -7.9% |
| All | +216.6% | +539.9% | -323.3% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling