+45.4%
COF vs RMD
-22.7%
+68.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.1% | -4.2% | -1.9% | -4.9% |
| 30D | -5.2% | -2.1% | -3.1% | -4.6% |
| 3M | +17.0% | +13.8% | +3.2% | +12.4% |
| 6M | +12.9% | -10.6% | +23.5% | +16.1% |
| YTD | -13.5% | -8.1% | -5.5% | -11.9% |
| 1Y | -5.9% | -18.0% | +12.1% | -1.1% |
| 3Y | +117.1% | +52.9% | +64.3% | +83.5% |
| 5Y | +45.4% | -22.3% | +67.7% | +33.3% |
| All | +45.4% | -22.7% | +68.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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