-5.1%
COF vs RVMD
+244.4%
-249.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.2% |
| 7D | +0.7% | +5.8% | -5.1% | +0.6% |
| 30D | +5.7% | -3.8% | +9.6% | +5.8% |
| 3M | -6.7% | +3.2% | -9.9% | -6.8% |
| 6M | +9.5% | +35.0% | -25.5% | +8.8% |
| YTD | -13.9% | +150.7% | -164.6% | -13.0% |
| 1Y | -5.1% | +241.0% | -246.0% | -2.1% |
| All | -5.1% | +244.4% | -249.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling