+43.1%
COF vs RNG
-68.4%
+111.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -5.1% | -6.1% | +0.9% | -3.9% |
| 30D | -6.0% | +9.6% | -15.6% | -7.9% |
| 3M | +14.8% | +83.3% | -68.5% | -0.1% |
| 6M | +15.3% | +77.9% | -62.6% | -0.5% |
| YTD | -13.0% | +139.9% | -153.0% | -31.1% |
| 1Y | -5.7% | +121.7% | -127.4% | -24.2% |
| 3Y | +118.1% | +121.9% | -3.7% | +67.6% |
| All | +43.1% | -68.4% | +111.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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