+17.2%
XLI vs COF
+0.3%
+16.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | +1.8% | -2.9% | -1.5% |
| 30D | -5.9% | -0.6% | -5.4% | -5.8% |
| 3M | -0.3% | +20.3% | -20.6% | -5.0% |
| 6M | +0.1% | +13.0% | -12.9% | -3.7% |
| YTD | +13.6% | -8.3% | +21.9% | +13.4% |
| 1Y | +17.2% | -1.5% | +18.6% | +13.4% |
| All | +17.2% | +0.3% | +16.9% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling