+1,198.3%
COF vs RBA
+3,565.6%
-2,367.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | -2.9% | +4.8% | +3.0% |
| 30D | -0.6% | -12.3% | +11.7% | +4.5% |
| 3M | +20.3% | -20.5% | +40.8% | +30.6% |
| 6M | +13.0% | -18.5% | +31.6% | +21.3% |
| YTD | -8.3% | -18.2% | +9.9% | -2.0% |
| 1Y | -1.5% | -27.5% | +26.0% | +10.4% |
| 3Y | +122.3% | +38.1% | +84.2% | +89.8% |
| 5Y | +52.5% | +44.8% | +7.7% | +22.7% |
| 10Y | +264.9% | +187.1% | +77.8% | +110.8% |
| All | +1,198.3% | +3,565.6% | -2,367.3% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling