-5.1%
COF vs RGTI
-69.7%
+64.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | +0.7% | -9.6% | +10.3% | +1.5% |
| 30D | +5.7% | -26.0% | +31.7% | +8.3% |
| 3M | -6.7% | -35.8% | +29.1% | -3.5% |
| 6M | +9.5% | -36.7% | +46.1% | +11.1% |
| YTD | -13.9% | -49.4% | +35.5% | -12.3% |
| 1Y | -5.1% | -68.1% | +63.1% | -0.8% |
| All | -5.1% | -69.7% | +64.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling