+242.0%
COF vs RMBS
+566.4%
-324.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -5.1% | +1.8% | -6.9% | -5.7% |
| 30D | -6.0% | -13.9% | +7.9% | -2.1% |
| 3M | +14.8% | -39.8% | +54.6% | +30.3% |
| 6M | +15.3% | -6.0% | +21.3% | +7.5% |
| YTD | -13.0% | -5.4% | -7.7% | -20.7% |
| 1Y | -5.7% | -1.8% | -3.9% | -17.6% |
| 3Y | +118.1% | +53.7% | +64.5% | +42.8% |
| 5Y | +46.2% | +268.5% | -222.3% | -41.6% |
| All | +242.0% | +566.4% | -324.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling