+118.1%
COF vs ROK
+51.1%
+67.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -5.1% | -1.2% | -3.9% | -4.5% |
| 30D | -6.0% | -4.8% | -1.2% | -3.7% |
| 3M | +14.8% | -6.1% | +20.9% | +17.6% |
| 6M | +15.3% | +15.5% | -0.1% | +5.5% |
| YTD | -13.0% | +11.2% | -24.2% | -18.9% |
| 1Y | -5.7% | +23.8% | -29.6% | -16.9% |
| 3Y | +118.1% | +53.1% | +65.0% | +64.6% |
| All | +118.1% | +51.1% | +67.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling