+508.9%
XLP vs COF
+655.7%
-146.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | +1.8% | -2.8% | -1.3% |
| 30D | -0.9% | -0.6% | -0.3% | -0.8% |
| 3M | +3.8% | +20.3% | -16.5% | +1.1% |
| 6M | -1.7% | +13.0% | -14.8% | -3.6% |
| YTD | +10.3% | -8.3% | +18.6% | +10.9% |
| 1Y | +7.8% | -1.5% | +9.3% | +7.2% |
| 3Y | +27.2% | +122.3% | -95.1% | +11.5% |
| 5Y | +32.5% | +52.5% | -20.0% | +20.4% |
| 10Y | +101.8% | +264.9% | -163.1% | +56.5% |
| All | +508.9% | +655.7% | -146.8% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling