-5.1%
COF vs RRC
+44.7%
-49.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.5% |
| 7D | +0.7% | -6.8% | +7.5% | -0.1% |
| 30D | +5.7% | +34.7% | -29.0% | +10.5% |
| 3M | -6.7% | +31.5% | -38.2% | -2.7% |
| 6M | +9.5% | +21.8% | -12.3% | +12.9% |
| YTD | -13.9% | +48.9% | -62.7% | -9.5% |
| 1Y | -5.1% | +42.1% | -47.1% | -0.3% |
| All | -5.1% | +44.7% | -49.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling