+74.2%
XLF vs COF
+116.3%
-42.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.5% | -5.1% | +3.7% | +0.5% |
| 30D | -1.2% | -6.0% | +4.9% | +1.1% |
| 3M | +9.2% | +14.8% | -5.6% | +3.4% |
| 6M | +16.3% | +15.3% | +1.0% | +9.7% |
| YTD | +5.4% | -13.0% | +18.5% | +9.9% |
| 1Y | +7.6% | -5.7% | +13.3% | +8.5% |
| 3Y | +74.2% | +118.1% | -43.9% | +41.5% |
| All | +74.2% | +116.3% | -42.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling