+32.4%
XLV vs COF
-4.9%
+37.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | +5.5% | +0.7% | +4.8% | +5.4% |
| 30D | +13.3% | +5.7% | +7.6% | +12.5% |
| 3M | +17.4% | -6.7% | +24.2% | +18.4% |
| 6M | +32.1% | +9.5% | +22.6% | +30.6% |
| YTD | +24.0% | -13.9% | +37.9% | +25.2% |
| All | +32.4% | -4.9% | +37.3% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling