+2,550.6%
SOXX vs COF
+359.9%
+2,190.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.4% | -5.1% | +6.5% | +3.3% |
| 30D | -3.6% | -6.0% | +2.5% | -1.5% |
| 3M | -10.2% | +14.8% | -25.0% | -15.0% |
| 6M | +54.2% | +15.3% | +38.9% | +45.5% |
| YTD | +75.2% | -13.0% | +88.3% | +82.1% |
| 1Y | +107.5% | -5.7% | +113.2% | +108.9% |
| 3Y | +226.8% | +118.1% | +108.6% | +140.0% |
| 5Y | +251.2% | +46.2% | +205.0% | +193.2% |
| 10Y | +1,567.6% | +246.1% | +1,321.6% | +864.4% |
| All | +2,550.6% | +359.9% | +2,190.7% | +981.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling