+414.6%
XLF vs COF
+616.8%
-202.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.5% | -5.1% | +3.7% | +1.0% |
| 30D | -1.2% | -6.0% | +4.9% | +1.7% |
| 3M | +9.2% | +14.8% | -5.6% | +1.9% |
| 6M | +16.3% | +15.3% | +1.0% | +8.0% |
| YTD | +5.4% | -13.0% | +18.5% | +10.9% |
| 1Y | +7.6% | -5.7% | +13.3% | +8.6% |
| 3Y | +74.2% | +118.1% | -43.9% | +13.8% |
| 5Y | +66.1% | +46.2% | +19.9% | +26.2% |
| 10Y | +252.8% | +246.1% | +6.7% | +66.8% |
| All | +414.6% | +616.8% | -202.2% | +11.0% |
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