+43.1%
COF vs RRX
+17.8%
+25.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.9% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -6.0% | -6.1% | +0.1% | -3.7% |
| 3M | +14.8% | -23.1% | +37.9% | +25.0% |
| 6M | +15.3% | -19.5% | +34.9% | +20.8% |
| YTD | -13.0% | +16.1% | -29.1% | -24.4% |
| 1Y | -5.7% | +12.9% | -18.6% | -17.8% |
| 3Y | +118.1% | +7.9% | +110.2% | +86.3% |
| All | +43.1% | +17.8% | +25.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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