+148.7%
XLK vs COF
+44.8%
+103.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.2% | -5.1% | +5.4% | +2.2% |
| 30D | -0.6% | -6.0% | +5.4% | +1.6% |
| 3M | +2.6% | +14.8% | -12.3% | -3.2% |
| 6M | +34.0% | +15.3% | +18.6% | +25.9% |
| YTD | +30.7% | -13.0% | +43.7% | +36.0% |
| 1Y | +39.2% | -5.7% | +44.9% | +39.8% |
| 3Y | +120.4% | +118.1% | +2.3% | +53.7% |
| All | +148.7% | +44.8% | +103.9% | +90.5% |
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 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