+631.5%
XLU vs COF
+616.8%
+14.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -5.1% | +3.5% | -0.8% |
| 30D | -3.3% | -6.0% | +2.7% | -2.4% |
| 3M | -3.2% | +14.8% | -18.0% | -5.3% |
| 6M | -7.0% | +15.3% | -22.3% | -9.2% |
| YTD | +0.6% | -13.0% | +13.7% | +2.1% |
| 1Y | +2.4% | -5.7% | +8.1% | +2.5% |
| 3Y | +46.3% | +118.1% | -71.9% | +26.7% |
| 5Y | +44.0% | +46.2% | -2.3% | +30.0% |
| 10Y | +140.1% | +246.1% | -106.0% | +81.7% |
| All | +631.5% | +616.8% | +14.6% | +292.6% |
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