+226.8%
SOXX vs COF
+116.3%
+110.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +1.4% | -5.1% | +6.5% | +3.8% |
| 30D | -3.6% | -6.0% | +2.5% | -1.0% |
| 3M | -10.2% | +14.8% | -25.0% | -16.5% |
| 6M | +54.2% | +15.3% | +38.9% | +42.6% |
| YTD | +75.2% | -13.0% | +88.3% | +84.2% |
| 1Y | +107.5% | -5.7% | +113.2% | +108.4% |
| 3Y | +226.8% | +118.1% | +108.6% | +137.7% |
| All | +226.8% | +116.3% | +110.5% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling