+2,634.8%
COF vs RL
+1,366.2%
+1,268.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.2% |
| 30D | -0.6% | -7.8% | +7.2% | +3.2% |
| 3M | +20.3% | -4.0% | +24.3% | +22.0% |
| 6M | +13.0% | -1.9% | +14.9% | +12.3% |
| YTD | -8.3% | -0.2% | -8.2% | -9.7% |
| 1Y | -1.5% | +10.7% | -12.1% | -8.1% |
| 3Y | +122.3% | +210.8% | -88.5% | +20.8% |
| 5Y | +52.5% | +238.2% | -185.7% | -22.6% |
| 10Y | +264.9% | +313.4% | -48.5% | +55.0% |
| All | +2,634.8% | +1,366.2% | +1,268.6% | +458.9% |
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