+125.1%
COF vs RVMD
+620.8%
-495.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -6.1% | -3.6% | -2.5% | -5.5% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | +17.0% | +41.0% | -24.0% | +10.0% |
| 6M | +12.9% | +105.7% | -92.8% | -2.2% |
| YTD | -13.5% | +155.3% | -168.8% | -29.2% |
| 1Y | -5.9% | +402.7% | -408.6% | -32.8% |
| 3Y | +117.1% | +533.1% | -416.0% | +41.4% |
| 5Y | +45.4% | +583.5% | -538.1% | -14.5% |
| All | +125.1% | +620.8% | -495.7% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling