+240.0%
COF vs RL
+308.3%
-68.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -6.1% | -2.2% | -3.9% | -5.0% |
| 30D | -5.2% | -15.3% | +10.2% | +3.3% |
| 3M | +17.0% | -10.3% | +27.4% | +23.1% |
| 6M | +12.9% | -2.2% | +15.1% | +12.2% |
| YTD | -13.5% | -4.3% | -9.2% | -13.1% |
| 1Y | -5.9% | +8.9% | -14.7% | -12.0% |
| 3Y | +117.1% | +201.4% | -84.3% | +13.2% |
| 5Y | +45.4% | +230.6% | -185.2% | -30.5% |
| All | +240.0% | +308.3% | -68.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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