+43.1%
COF vs RUN
-81.0%
+124.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -5.1% | -3.7% | -1.4% | -4.8% |
| 30D | -6.0% | -13.0% | +7.0% | -4.9% |
| 3M | +14.8% | -31.8% | +46.6% | +18.4% |
| 6M | +15.3% | -32.2% | +47.6% | +18.4% |
| YTD | -13.0% | -53.5% | +40.4% | -8.5% |
| 1Y | -5.7% | -46.5% | +40.8% | -2.5% |
| 3Y | +118.1% | -37.6% | +155.7% | +94.4% |
| All | +43.1% | -81.0% | +124.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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