+176.9%
XLE vs COF
+246.6%
-69.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | +0.5% | -6.1% | +6.6% | +3.2% |
| 30D | +6.6% | -5.2% | +11.7% | +8.8% |
| 3M | +12.3% | +17.0% | -4.7% | +3.6% |
| 6M | +18.4% | +12.9% | +5.5% | +9.7% |
| YTD | +47.2% | -13.5% | +60.8% | +52.6% |
| 1Y | +50.3% | -5.9% | +56.1% | +48.7% |
| 3Y | +55.3% | +117.1% | -61.8% | -3.8% |
| 5Y | +226.0% | +45.4% | +180.6% | +135.9% |
| All | +176.9% | +246.6% | -69.7% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling