+5,197.0%
COF vs RRC
+1,171.7%
+4,025.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | -3.4% | +6.4% | -9.7% | -4.6% |
| 30D | +0.4% | +23.9% | -23.5% | -4.3% |
| 3M | -12.5% | +30.2% | -42.7% | -17.5% |
| 6M | +8.3% | +26.3% | -18.0% | +2.3% |
| YTD | -18.6% | +48.1% | -66.6% | -26.0% |
| 1Y | -8.6% | +37.7% | -46.3% | -15.8% |
| 3Y | +94.7% | +60.3% | +34.4% | +71.8% |
| 5Y | +35.3% | +135.3% | -99.9% | +6.3% |
| 10Y | +185.1% | +73.3% | +111.8% | +98.8% |
| All | +5,197.0% | +1,171.7% | +4,025.3% | +2,809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling