+5,625.4%
COF vs ROST
+71,762.7%
-66,137.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.7% |
| 7D | -2.7% | -2.2% | -0.4% | -1.7% |
| 30D | -3.4% | -11.4% | +8.1% | +1.5% |
| 3M | +15.4% | -1.6% | +17.0% | +15.7% |
| 6M | +14.4% | +6.8% | +7.6% | +10.6% |
| YTD | -12.0% | +25.8% | -37.8% | -20.7% |
| 1Y | -3.7% | +52.4% | -56.2% | -20.0% |
| 3Y | +121.1% | +94.4% | +26.7% | +63.8% |
| 5Y | +47.8% | +108.2% | -60.4% | +3.9% |
| 10Y | +250.3% | +308.5% | -58.2% | +92.3% |
| All | +5,625.4% | +71,762.7% | -66,137.3% | +781.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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