+101.5%
COF vs RDW
-0.7%
+102.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -5.1% | +0.9% | -6.0% | -5.3% |
| 30D | -6.0% | -21.3% | +15.2% | -3.8% |
| 3M | +14.8% | -37.9% | +52.7% | +19.3% |
| 6M | +15.3% | +12.3% | +3.1% | +9.4% |
| YTD | -13.0% | +39.7% | -52.8% | -21.3% |
| 1Y | -5.7% | +25.7% | -31.4% | -15.0% |
| 3Y | +118.1% | +230.8% | -112.7% | +58.4% |
| 5Y | +46.2% | -8.8% | +55.0% | +7.1% |
| All | +101.5% | -0.7% | +102.3% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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