+47.8%
COF vs RBA
+39.8%
+8.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | -3.4% | -13.0% | +9.6% | +1.1% |
| 3M | +15.4% | -23.1% | +38.5% | +25.1% |
| 6M | +14.4% | -22.6% | +37.0% | +23.5% |
| YTD | -12.0% | -20.4% | +8.4% | -6.0% |
| 1Y | -3.7% | -29.6% | +25.8% | +6.9% |
| 3Y | +121.1% | +26.6% | +94.5% | +107.1% |
| 5Y | +47.8% | +38.2% | +9.6% | +34.9% |
| All | +47.8% | +39.8% | +8.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling