+228.3%
COF vs RACE
+663.9%
-435.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -5.8% | +3.9% | -9.7% | -7.5% |
| 30D | -0.3% | +7.4% | -7.8% | -3.6% |
| 3M | -8.5% | +1.6% | -10.1% | -9.4% |
| 6M | +5.6% | +23.3% | -17.7% | -4.7% |
| YTD | -17.1% | +14.7% | -31.8% | -23.4% |
| 1Y | -7.4% | +2.5% | -10.0% | -10.0% |
| 3Y | +99.1% | +28.0% | +71.1% | +63.5% |
| 5Y | +39.5% | +69.8% | -30.3% | -3.3% |
| 10Y | +208.1% | +734.9% | -526.8% | +14.3% |
| All | +228.3% | +663.9% | -435.6% | +13.6% |
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