+242.0%
COF vs RIG
-41.2%
+283.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -5.1% | -3.1% | -2.1% | -4.6% |
| 30D | -6.0% | -0.5% | -5.5% | -6.1% |
| 3M | +14.8% | -6.0% | +20.8% | +15.4% |
| 6M | +15.3% | -10.1% | +25.5% | +15.9% |
| YTD | -13.0% | +37.3% | -50.3% | -20.2% |
| 1Y | -5.7% | +73.9% | -79.6% | -18.2% |
| 3Y | +118.1% | -30.2% | +148.3% | +116.2% |
| 5Y | +46.2% | +62.5% | -16.2% | +12.3% |
| All | +242.0% | -41.2% | +283.2% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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