+280.9%
COF vs RNG
+301.7%
-20.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -5.1% | -6.1% | +0.9% | -4.1% |
| 30D | -6.0% | +9.6% | -15.6% | -7.6% |
| 3M | +14.8% | +83.3% | -68.5% | +2.7% |
| 6M | +15.3% | +77.9% | -62.6% | +2.6% |
| YTD | -13.0% | +139.9% | -153.0% | -27.5% |
| 1Y | -5.7% | +121.7% | -127.4% | -20.5% |
| 3Y | +118.1% | +121.9% | -3.7% | +78.5% |
| 5Y | +46.2% | -68.4% | +114.6% | +45.0% |
| 10Y | +246.1% | +220.0% | +26.0% | +116.7% |
| All | +280.9% | +301.7% | -20.8% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling