+4,108.8%
COF vs RMD
+35,656.8%
-31,548.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.7% |
| 7D | +1.2% | -4.5% | +5.7% | +2.5% |
| 30D | -1.4% | +4.6% | -6.0% | -2.6% |
| 3M | +19.0% | +14.8% | +4.2% | +14.5% |
| 6M | +14.9% | -12.1% | +26.9% | +18.4% |
| YTD | -10.7% | -7.5% | -3.2% | -9.3% |
| 1Y | -1.3% | -20.1% | +18.8% | +4.0% |
| 3Y | +124.3% | +53.9% | +70.4% | +94.0% |
| 5Y | +51.1% | -22.2% | +73.3% | +54.2% |
| 10Y | +252.4% | +268.2% | -15.9% | +133.6% |
| All | +4,108.8% | +35,656.8% | -31,548.0% | +1,388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling