+44.7%
COF vs RIVN
-85.0%
+129.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -6.1% | +0.9% | -7.0% | -6.2% |
| 30D | -5.2% | -1.9% | -3.3% | -5.0% |
| 3M | +17.0% | +8.7% | +8.3% | +14.7% |
| 6M | +12.9% | -3.0% | +15.9% | +11.8% |
| YTD | -13.5% | -18.6% | +5.0% | -12.8% |
| 1Y | -5.9% | +15.4% | -21.2% | -10.5% |
| 3Y | +117.1% | -30.5% | +147.6% | +109.7% |
| All | +44.7% | -85.0% | +129.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIVN.
Daily Out/Under-Performance
Portfolio return minus RIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIVN 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 RIVN 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