+906.3%
XBI vs COF
+245.3%
+661.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.6% | -5.1% | +0.5% | -3.2% |
| 30D | -2.0% | -6.0% | +4.0% | -0.3% |
| 3M | +17.8% | +14.8% | +3.0% | +13.0% |
| 6M | +23.7% | +15.3% | +8.4% | +18.5% |
| YTD | +28.2% | -13.0% | +41.3% | +32.1% |
| 1Y | +64.0% | -5.7% | +69.7% | +64.6% |
| 3Y | +99.4% | +118.1% | -18.7% | +55.5% |
| 5Y | +19.3% | +46.2% | -26.9% | +2.0% |
| 10Y | +158.7% | +246.1% | -87.3% | +66.5% |
| All | +906.3% | +245.3% | +661.0% | +465.8% |
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