+242.0%
COF vs RSG
+428.9%
-186.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -5.1% | 0.0% | -5.2% | -5.1% |
| 30D | -6.0% | +4.0% | -10.0% | -8.6% |
| 3M | +14.8% | +7.4% | +7.5% | +8.4% |
| 6M | +15.3% | +0.1% | +15.2% | +13.7% |
| YTD | -13.0% | +6.0% | -19.1% | -18.4% |
| 1Y | -5.7% | -3.0% | -2.7% | -5.6% |
| 3Y | +118.1% | +56.5% | +61.6% | +41.6% |
| 5Y | +46.2% | +90.9% | -44.7% | -24.3% |
| All | +242.0% | +428.9% | -186.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling