+227.7%
XLE vs COF
+48.7%
+179.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.2% |
| 7D | +0.3% | -2.7% | +3.0% | +0.9% |
| 30D | +8.5% | -3.4% | +11.9% | +9.3% |
| 3M | +14.6% | +15.4% | -0.8% | +9.9% |
| 6M | +17.6% | +14.4% | +3.1% | +12.3% |
| YTD | +48.1% | -12.0% | +60.1% | +51.8% |
| 1Y | +53.8% | -3.7% | +57.5% | +52.8% |
| 3Y | +56.2% | +121.1% | -64.8% | +17.1% |
| 5Y | +227.7% | +47.8% | +179.9% | +167.9% |
| All | +227.7% | +48.7% | +179.0% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling