+47.8%
COF vs RL
+233.3%
-185.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | -3.4% | -17.5% | +14.2% | +6.2% |
| 3M | +15.4% | -14.0% | +29.4% | +23.7% |
| 6M | +14.4% | -2.0% | +16.4% | +13.6% |
| YTD | -12.0% | -4.6% | -7.4% | -11.3% |
| 1Y | -3.7% | +9.5% | -13.3% | -10.1% |
| 3Y | +121.1% | +200.5% | -79.4% | +17.8% |
| 5Y | +47.8% | +226.3% | -178.4% | -29.1% |
| All | +47.8% | +233.3% | -185.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling