+1,024.7%
XLE vs COF
+655.7%
+369.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.2% | +1.8% | +0.4% | +1.7% |
| 30D | +11.8% | -0.6% | +12.3% | +11.9% |
| 3M | +9.8% | +20.3% | -10.5% | +3.7% |
| 6M | +15.6% | +13.0% | +2.6% | +10.3% |
| YTD | +45.3% | -8.3% | +53.6% | +46.2% |
| 1Y | +48.3% | -1.5% | +49.8% | +45.8% |
| 3Y | +55.4% | +122.3% | -66.8% | +18.7% |
| 5Y | +216.1% | +52.5% | +163.6% | +161.6% |
| 10Y | +178.4% | +264.9% | -86.5% | +80.0% |
| All | +1,024.7% | +655.7% | +369.0% | +413.4% |
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