+242.0%
COF vs RGEN
+415.7%
-173.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | -1.4% | -3.7% | -4.9% |
| 30D | -6.0% | -0.3% | -5.7% | -6.1% |
| 3M | +14.8% | +23.9% | -9.1% | +9.5% |
| 6M | +15.3% | +38.5% | -23.2% | +7.1% |
| YTD | -13.0% | +0.8% | -13.9% | -14.2% |
| 1Y | -5.7% | +38.2% | -43.9% | -12.9% |
| 3Y | +118.1% | +1.3% | +116.8% | +106.4% |
| 5Y | +46.2% | -44.0% | +90.2% | +46.5% |
| All | +242.0% | +415.7% | -173.7% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling