+257.2%
XOM vs COF
+44.8%
+212.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.1% | -5.1% | +9.2% | +5.0% |
| 30D | +4.6% | -6.0% | +10.6% | +5.6% |
| 3M | +14.0% | +14.8% | -0.9% | +10.7% |
| 6M | +11.0% | +15.3% | -4.4% | +7.1% |
| YTD | +40.7% | -13.0% | +53.7% | +43.8% |
| 1Y | +52.3% | -5.7% | +58.0% | +52.3% |
| 3Y | +60.5% | +118.1% | -57.7% | +27.0% |
| All | +257.2% | +44.8% | +212.4% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling