+1,047.3%
XLE vs COF
+571.3%
+476.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.4% | -3.4% | +8.8% | +6.4% |
| 30D | -3.9% | +0.4% | -4.3% | -4.2% |
| 3M | +7.0% | -12.5% | +19.6% | +10.8% |
| 6M | +14.2% | +8.3% | +5.9% | +10.7% |
| YTD | +48.2% | -18.6% | +66.7% | +53.8% |
| 1Y | +47.7% | -8.6% | +56.3% | +48.2% |
| 3Y | +70.0% | +94.7% | -24.7% | +34.9% |
| 5Y | +169.1% | +35.3% | +133.8% | +129.9% |
| 10Y | +180.7% | +185.1% | -4.4% | +92.9% |
| All | +1,047.3% | +571.3% | +476.0% | +440.3% |
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