-5.1%
COF vs RACE
+10.6%
-15.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.5% |
| 7D | +0.7% | +9.9% | -9.2% | -2.3% |
| 30D | +5.7% | +12.8% | -7.1% | +1.8% |
| 3M | -6.7% | +7.4% | -14.1% | -8.9% |
| 6M | +9.5% | +27.6% | -18.1% | +1.4% |
| YTD | -13.9% | +18.4% | -32.2% | -19.7% |
| 1Y | -5.1% | +9.5% | -14.6% | -9.0% |
| All | -5.1% | +10.6% | -15.6% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling