+124.3%
COF vs RL
+211.8%
-87.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -2.1% |
| 7D | +1.2% | +1.9% | -0.6% | +0.4% |
| 30D | -1.4% | -12.2% | +10.8% | +4.3% |
| 3M | +19.0% | -6.6% | +25.7% | +22.1% |
| 6M | +14.9% | +3.2% | +11.7% | +11.7% |
| YTD | -10.7% | -1.3% | -9.4% | -11.1% |
| 1Y | -1.3% | +13.6% | -14.9% | -8.2% |
| 3Y | +124.3% | +210.9% | -86.6% | +55.8% |
| All | +124.3% | +211.8% | -87.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling