+1,106.7%
XLY vs COF
+616.8%
+489.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -5.1% | +3.4% | -0.1% |
| 30D | -4.2% | -6.0% | +1.8% | -2.4% |
| 3M | -2.7% | +14.8% | -17.5% | -6.8% |
| 6M | -0.6% | +15.3% | -16.0% | -5.0% |
| YTD | -5.0% | -13.0% | +8.0% | -1.8% |
| 1Y | -4.1% | -5.7% | +1.6% | -3.4% |
| 3Y | +33.6% | +118.1% | -84.5% | +3.4% |
| 5Y | +28.7% | +46.2% | -17.5% | +10.0% |
| 10Y | +219.6% | +246.1% | -26.4% | +100.5% |
| All | +1,106.7% | +616.8% | +489.9% | +320.3% |
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