+595.3%
COF vs RSG
+1,999.8%
-1,404.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -6.1% | -1.8% | -4.3% | -5.2% |
| 30D | -5.2% | +2.8% | -7.9% | -6.5% |
| 3M | +17.0% | +4.3% | +12.7% | +14.0% |
| 6M | +12.9% | -0.5% | +13.4% | +12.1% |
| YTD | -13.5% | +5.2% | -18.8% | -16.9% |
| 1Y | -5.9% | -2.1% | -3.7% | -6.3% |
| 3Y | +117.1% | +56.5% | +60.6% | +67.2% |
| 5Y | +45.4% | +89.5% | -44.1% | 0.0% |
| 10Y | +244.1% | +424.8% | -180.7% | +47.5% |
| All | +595.3% | +1,999.8% | -1,404.5% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling