+192.9%
XOM vs COF
+248.6%
-55.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +4.1% | -5.1% | +9.2% | +6.0% |
| 30D | +4.6% | -6.0% | +10.6% | +6.7% |
| 3M | +14.0% | +14.8% | -0.9% | +7.7% |
| 6M | +11.0% | +15.3% | -4.4% | +3.6% |
| YTD | +40.7% | -13.0% | +53.7% | +44.5% |
| 1Y | +52.3% | -5.7% | +58.0% | +50.9% |
| 3Y | +60.5% | +118.1% | -57.7% | +7.7% |
| 5Y | +266.4% | +46.2% | +220.2% | +179.0% |
| All | +192.9% | +248.6% | -55.7% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling