+5,709.6%
COF vs RGEN
+6,320.2%
-610.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.6% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -1.4% | +2.8% | -4.2% | -1.6% |
| 3M | +19.0% | +34.5% | -15.4% | +16.3% |
| 6M | +14.9% | +40.5% | -25.6% | +11.7% |
| YTD | -10.7% | +2.8% | -13.5% | -11.2% |
| 1Y | -1.3% | +39.6% | -40.9% | -4.1% |
| 3Y | +124.3% | +4.4% | +119.9% | +119.9% |
| 5Y | +51.1% | -42.8% | +93.9% | +52.0% |
| 10Y | +252.4% | +406.7% | -154.3% | +205.0% |
| All | +5,709.6% | +6,320.2% | -610.6% | +3,854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling