+81.8%
XLI vs COF
+44.8%
+37.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.7% | -5.1% | +3.5% | 0.0% |
| 30D | -7.3% | -6.0% | -1.2% | -5.5% |
| 3M | -1.3% | +14.8% | -16.2% | -5.9% |
| 6M | +2.2% | +15.3% | -13.1% | -2.7% |
| YTD | +11.7% | -13.0% | +24.8% | +15.6% |
| 1Y | +14.3% | -5.7% | +20.0% | +14.8% |
| 3Y | +70.3% | +118.1% | -47.8% | +26.8% |
| All | +81.8% | +44.8% | +37.0% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling