+43.1%
COF vs ROL
-5.1%
+48.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -5.1% | -3.2% | -2.0% | -4.4% |
| 30D | -6.0% | -4.9% | -1.1% | -4.8% |
| 3M | +14.8% | -25.8% | +40.7% | +23.7% |
| 6M | +15.3% | -37.6% | +52.9% | +30.3% |
| YTD | -13.0% | -41.5% | +28.4% | -0.2% |
| 1Y | -5.7% | -39.5% | +33.8% | +7.0% |
| 3Y | +118.1% | +0.1% | +118.0% | +104.9% |
| All | +43.1% | -5.1% | +48.2% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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