+253.9%
XLI vs COF
+248.6%
+5.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -1.7% | -5.1% | +3.5% | +0.4% |
| 30D | -7.3% | -6.0% | -1.2% | -5.1% |
| 3M | -1.3% | +14.8% | -16.2% | -6.8% |
| 6M | +2.2% | +15.3% | -13.1% | -3.8% |
| YTD | +11.7% | -13.0% | +24.8% | +16.4% |
| 1Y | +14.3% | -5.7% | +20.0% | +14.9% |
| 3Y | +70.3% | +118.1% | -47.8% | +18.1% |
| 5Y | +82.3% | +46.2% | +36.1% | +43.3% |
| All | +253.9% | +248.6% | +5.3% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling