+35.7%
COF vs RBA
+45.7%
-10.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -3.4% | +1.7% | -5.1% | -3.9% |
| 30D | +0.4% | +8.3% | -8.0% | -2.5% |
| 3M | -12.5% | +10.5% | -23.1% | -15.8% |
| 6M | +8.3% | -5.9% | +14.2% | +9.4% |
| YTD | -18.6% | -6.9% | -11.7% | -17.7% |
| 1Y | -8.6% | -4.9% | -3.8% | -8.3% |
| 3Y | +94.7% | +64.5% | +30.2% | +67.7% |
| All | +35.7% | +45.7% | -10.0% | +26.6% |
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