+2,844.1%
XOM vs COF
+5,523.6%
-2,679.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | +1.9% | -6.1% | +7.9% | +3.1% |
| 30D | +4.1% | -5.2% | +9.2% | +5.1% |
| 3M | +10.4% | +17.0% | -6.6% | +6.5% |
| 6M | +13.0% | +12.9% | +0.1% | +9.3% |
| YTD | +40.1% | -13.5% | +53.6% | +42.3% |
| 1Y | +51.1% | -5.9% | +57.0% | +50.5% |
| 3Y | +57.7% | +117.1% | -59.4% | +29.5% |
| 5Y | +264.7% | +45.4% | +219.3% | +219.0% |
| 10Y | +193.1% | +244.1% | -51.0% | +112.7% |
| All | +2,844.1% | +5,523.6% | -2,679.5% | +1,221.5% |
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 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