+37.0%
COF vs RL
+243.0%
-206.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | -4.5% | -4.4% | -0.1% | -2.6% |
| 30D | -2.0% | +5.6% | -7.6% | -5.1% |
| 3M | -9.7% | -0.6% | -9.1% | -10.1% |
| 6M | +8.0% | +15.5% | -7.5% | -1.5% |
| YTD | -17.7% | +12.3% | -30.1% | -24.1% |
| 1Y | -9.3% | +19.3% | -28.6% | -19.1% |
| 3Y | +96.3% | +255.5% | -159.2% | -6.0% |
| 5Y | +37.0% | +247.1% | -210.1% | -36.5% |
| All | +37.0% | +243.0% | -206.0% | -36.5% |
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