+45.4%
COF vs RGEN
-44.2%
+89.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.1% | -2.9% | -3.2% | -5.5% |
| 30D | -5.2% | -0.1% | -5.1% | -5.3% |
| 3M | +17.0% | +25.9% | -8.9% | +10.7% |
| 6M | +12.9% | +35.2% | -22.3% | +4.7% |
| YTD | -13.5% | +0.5% | -14.0% | -14.7% |
| 1Y | -5.9% | +37.0% | -42.8% | -13.6% |
| 3Y | +117.1% | +2.0% | +115.1% | +104.3% |
| 5Y | +45.4% | -44.2% | +89.6% | +30.6% |
| All | +45.4% | -44.2% | +89.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling