+43.1%
COF vs RVMD
+576.1%
-533.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -3.0% | -2.2% | -4.8% |
| 30D | -6.0% | -0.7% | -5.3% | -6.0% |
| 3M | +14.8% | +36.5% | -21.7% | +10.1% |
| 6M | +15.3% | +104.6% | -89.3% | +3.6% |
| YTD | -13.0% | +155.8% | -168.9% | -25.3% |
| 1Y | -5.7% | +340.7% | -346.4% | -25.8% |
| 3Y | +118.1% | +519.9% | -401.8% | +58.7% |
| All | +43.1% | +576.1% | -533.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling