+136.2%
XLP vs COF
+183.0%
-46.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -0.2% | -5.0% | +4.8% | +0.6% |
| 30D | +8.2% | -2.3% | +10.4% | +8.5% |
| 3M | +7.7% | -12.7% | +20.4% | +9.9% |
| 6M | +9.3% | +6.2% | +3.1% | +8.0% |
| YTD | +19.5% | -19.2% | +38.7% | +22.6% |
| 1Y | +21.0% | -11.5% | +32.5% | +22.3% |
| 3Y | +43.2% | +92.8% | -49.6% | +23.7% |
| 5Y | +42.7% | +34.3% | +8.4% | +29.0% |
| All | +136.2% | +183.0% | -46.9% | +80.7% |
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