+263.1%
COF vs RACE
+647.6%
-384.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.5% |
| 7D | +1.8% | -2.5% | +4.3% | +3.0% |
| 30D | -0.6% | +0.8% | -1.3% | -1.0% |
| 3M | +20.3% | +17.2% | +3.1% | +11.6% |
| 6M | +13.0% | +13.6% | -0.6% | +5.9% |
| YTD | -8.3% | +12.2% | -20.5% | -14.3% |
| 1Y | -1.5% | -16.3% | +14.8% | +4.3% |
| 3Y | +122.3% | +36.4% | +85.8% | +76.3% |
| 5Y | +52.5% | +95.0% | -42.5% | -1.4% |
| 10Y | +264.9% | +813.2% | -548.4% | +31.9% |
| All | +263.1% | +647.6% | -384.5% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling