+544.3%
COF vs XYL
+459.9%
+84.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.7% |
| 7D | -2.7% | +0.8% | -3.5% | -3.3% |
| 30D | -3.4% | -10.8% | +7.5% | +3.9% |
| 3M | +15.4% | -2.5% | +18.0% | +16.8% |
| 6M | +14.4% | -12.2% | +26.6% | +23.6% |
| YTD | -12.0% | -20.1% | +8.1% | +0.9% |
| 1Y | -3.7% | -20.6% | +16.9% | +10.7% |
| 3Y | +121.1% | +17.3% | +103.7% | +93.0% |
| 5Y | +47.8% | -14.5% | +62.3% | +54.8% |
| 10Y | +250.3% | +150.2% | +100.1% | +100.5% |
| All | +544.3% | +459.9% | +84.4% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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