-5.7%
COF vs RBA
-27.6%
+21.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -0.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -6.0% | -2.9% | -3.1% | -5.2% |
| 3M | +14.8% | -20.9% | +35.7% | +23.3% |
| 6M | +15.3% | -17.7% | +33.0% | +21.1% |
| YTD | -13.0% | -18.2% | +5.1% | -8.8% |
| 1Y | -5.7% | -29.1% | +23.4% | -1.2% |
| All | -5.7% | -27.6% | +21.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling