+5,523.6%
COF vs RRX
+1,880.2%
+3,643.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -0.7% |
| 7D | -6.1% | -3.7% | -2.3% | -4.1% |
| 30D | -5.2% | -9.3% | +4.1% | -0.1% |
| 3M | +17.0% | -21.8% | +38.8% | +30.0% |
| 6M | +12.9% | -22.0% | +34.9% | +22.3% |
| YTD | -13.5% | +11.9% | -25.5% | -25.0% |
| 1Y | -5.9% | +11.6% | -17.5% | -19.3% |
| 3Y | +117.1% | +2.2% | +114.9% | +81.3% |
| 5Y | +45.4% | +14.9% | +30.5% | +10.2% |
| 10Y | +244.1% | +214.2% | +29.8% | +45.0% |
| All | +5,523.6% | +1,880.2% | +3,643.4% | +1,052.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling