+124.3%
COF vs RACE
+39.3%
+85.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | +1.2% | -1.0% | +2.3% | +1.5% |
| 30D | -1.4% | -1.5% | +0.1% | -1.1% |
| 3M | +19.0% | +15.5% | +3.6% | +14.7% |
| 6M | +14.9% | +17.3% | -2.4% | +10.1% |
| YTD | -10.7% | +11.1% | -21.8% | -13.6% |
| 1Y | -1.3% | -14.3% | +13.0% | +0.8% |
| 3Y | +124.3% | +40.2% | +84.1% | +92.8% |
| All | +124.3% | +39.3% | +85.0% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling