+215.3%
COF vs RUN
-32.6%
+248.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | -0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -3.4% | -10.8% | +7.5% | -2.1% |
| 3M | +15.4% | -30.2% | +45.6% | +19.9% |
| 6M | +14.4% | -22.3% | +36.8% | +16.5% |
| YTD | -12.0% | -52.2% | +40.2% | -6.2% |
| 1Y | -3.7% | -45.1% | +41.4% | 0.0% |
| 3Y | +121.1% | -37.1% | +158.2% | +91.8% |
| 5Y | +47.8% | -80.3% | +128.1% | +42.0% |
| 10Y | +250.3% | +45.2% | +205.1% | +120.8% |
| All | +215.3% | -32.6% | +248.0% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling