+2,329.4%
COF vs RL
+1,517.3%
+812.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.3% |
| 7D | -3.4% | +2.6% | -6.0% | -4.7% |
| 30D | +0.4% | +2.9% | -2.6% | -1.5% |
| 3M | -12.5% | 0.0% | -12.5% | -13.1% |
| 6M | +8.3% | +17.1% | -8.8% | -1.6% |
| YTD | -18.6% | +10.1% | -28.7% | -24.0% |
| 1Y | -8.6% | +17.3% | -25.9% | -17.4% |
| 3Y | +94.7% | +249.3% | -154.7% | -0.3% |
| 5Y | +35.3% | +240.9% | -205.6% | -31.6% |
| 10Y | +185.1% | +337.3% | -152.1% | +17.1% |
| All | +2,329.4% | +1,517.3% | +812.1% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling