+250.3%
COF vs RACE
+783.2%
-532.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.0% |
| 7D | -2.7% | -2.6% | 0.0% | -1.4% |
| 30D | -3.4% | -1.1% | -2.3% | -3.0% |
| 3M | +15.4% | +12.5% | +2.9% | +8.7% |
| 6M | +14.4% | +17.4% | -3.0% | +5.2% |
| YTD | -12.0% | +10.1% | -22.1% | -17.2% |
| 1Y | -3.7% | -15.1% | +11.4% | +1.5% |
| 3Y | +121.1% | +38.9% | +82.1% | +69.7% |
| 5Y | +47.8% | +90.7% | -42.9% | -7.4% |
| 10Y | +250.3% | +801.8% | -551.5% | +22.3% |
| All | +250.3% | +783.2% | -532.8% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling