+256.4%
COF vs XRT
+514.3%
-257.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.4% |
| 7D | +1.8% | +0.8% | +1.0% | +1.0% |
| 30D | -0.6% | -4.2% | +3.6% | +3.6% |
| 3M | +20.3% | +5.1% | +15.2% | +14.0% |
| 6M | +13.0% | +2.4% | +10.6% | +9.7% |
| YTD | -8.3% | +3.2% | -11.5% | -11.4% |
| 1Y | -1.5% | +1.5% | -3.0% | -3.6% |
| 3Y | +122.3% | +40.6% | +81.7% | +53.6% |
| 5Y | +52.5% | -1.0% | +53.5% | +44.1% |
| 10Y | +264.9% | +128.4% | +136.5% | +23.8% |
| All | +256.4% | +514.3% | -257.9% | -68.7% |
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