+45.4%
COF vs RKT
-11.7%
+57.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -6.1% | -7.2% | +1.2% | -4.5% |
| 30D | -5.2% | -7.9% | +2.7% | -3.6% |
| 3M | +17.0% | +5.2% | +11.8% | +14.9% |
| 6M | +12.9% | -14.9% | +27.8% | +15.3% |
| YTD | -13.5% | -31.9% | +18.3% | -8.0% |
| 1Y | -5.9% | -36.9% | +31.0% | +1.3% |
| 3Y | +117.1% | +35.7% | +81.4% | +73.6% |
| 5Y | +45.4% | -9.7% | +55.1% | +27.9% |
| All | +45.4% | -11.7% | +57.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 5y: compounded portfolio wealth divided by compounded RKT 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…
5y analysis · Full analysis span regression · 6 months rolling