-5.7%
COF vs RGTI
-5.4%
-0.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -6.0% | -17.1% | +11.1% | -4.9% |
| 3M | +14.8% | -26.0% | +40.8% | +16.6% |
| 6M | +15.3% | -9.9% | +25.2% | +13.7% |
| YTD | -13.0% | -31.1% | +18.0% | -13.3% |
| 1Y | -5.7% | -8.5% | +2.8% | -6.8% |
| All | -5.7% | -5.4% | -0.3% | -6.8% |
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