+889.2%
XLV vs COF
+616.8%
+272.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -5.1% | +1.6% | -2.6% |
| 30D | -1.8% | -6.0% | +4.2% | -0.7% |
| 3M | +7.8% | +14.8% | -7.0% | +4.9% |
| 6M | +9.1% | +15.3% | -6.2% | +6.0% |
| YTD | +7.7% | -13.0% | +20.8% | +9.7% |
| 1Y | +20.4% | -5.7% | +26.1% | +20.6% |
| 3Y | +30.8% | +118.1% | -87.4% | +10.4% |
| 5Y | +34.6% | +46.2% | -11.6% | +19.7% |
| 10Y | +173.4% | +246.1% | -72.7% | +97.7% |
| All | +889.2% | +616.8% | +272.4% | +369.9% |
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