+220.1%
COF vs RACE
+639.5%
-419.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.7% |
| 7D | -5.0% | -4.0% | -1.0% | -3.3% |
| 30D | -2.3% | +3.5% | -5.8% | -3.9% |
| 3M | -12.7% | -0.4% | -12.2% | -12.8% |
| 6M | +6.2% | +23.2% | -16.9% | -4.1% |
| YTD | -19.2% | +11.0% | -30.2% | -24.2% |
| 1Y | -11.5% | -2.2% | -9.3% | -12.1% |
| 3Y | +92.8% | +22.5% | +70.3% | +61.6% |
| 5Y | +34.3% | +63.2% | -28.8% | -5.2% |
| 10Y | +183.0% | +704.3% | -521.3% | +6.7% |
| All | +220.1% | +639.5% | -419.4% | +12.4% |
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