+5,625.4%
COF vs RIG
-32.6%
+5,658.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -2.7% | -8.2% | +5.5% | -0.8% |
| 30D | -3.4% | -0.2% | -3.2% | -3.5% |
| 3M | +15.4% | -2.7% | +18.1% | +15.2% |
| 6M | +14.4% | -7.5% | +21.9% | +14.2% |
| YTD | -12.0% | +38.3% | -50.2% | -20.3% |
| 1Y | -3.7% | +81.8% | -85.6% | -19.0% |
| 3Y | +121.1% | -30.2% | +151.3% | +118.8% |
| 5Y | +47.8% | +59.9% | -12.1% | +9.4% |
| 10Y | +250.3% | -41.9% | +292.2% | +128.7% |
| All | +5,625.4% | -32.6% | +5,658.0% | +3,099.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling