+5,709.6%
COF vs ROL
+3,959.8%
+1,749.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.3% |
| 7D | +1.2% | -3.4% | +4.7% | +3.0% |
| 30D | -1.4% | -6.9% | +5.5% | +2.1% |
| 3M | +19.0% | -24.6% | +43.6% | +36.0% |
| 6M | +14.9% | -39.5% | +54.4% | +46.3% |
| YTD | -10.7% | -41.1% | +30.4% | +14.6% |
| 1Y | -1.3% | -37.9% | +36.7% | +22.7% |
| 3Y | +124.3% | +0.8% | +123.5% | +110.3% |
| 5Y | +51.1% | -4.7% | +55.8% | +41.3% |
| 10Y | +252.4% | +207.9% | +44.5% | +61.2% |
| All | +5,709.6% | +3,959.8% | +1,749.8% | +599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling