+2,139.0%
COF vs RMBS
+1,376.2%
+762.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -2.7% | +3.5% | -6.1% | -3.2% |
| 30D | -3.4% | -8.6% | +5.2% | -2.1% |
| 3M | +15.4% | -40.3% | +55.7% | +23.8% |
| 6M | +14.4% | -1.0% | +15.4% | +10.8% |
| YTD | -12.0% | -4.6% | -7.4% | -14.8% |
| 1Y | -3.7% | +17.6% | -21.3% | -11.0% |
| 3Y | +121.1% | +58.6% | +62.4% | +88.3% |
| 5Y | +47.8% | +270.9% | -223.1% | +8.9% |
| 10Y | +250.3% | +569.1% | -318.8% | +134.5% |
| All | +2,139.0% | +1,376.2% | +762.8% | +697.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling