-5.1%
COF vs RVTY
+74.0%
-79.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.5% |
| 7D | +0.7% | -3.6% | +4.3% | +1.7% |
| 30D | +5.7% | +1.4% | +4.4% | +5.2% |
| 3M | -6.7% | +43.2% | -49.9% | -17.3% |
| 6M | +9.5% | +84.5% | -75.0% | -12.4% |
| YTD | -13.9% | +65.2% | -79.1% | -28.6% |
| 1Y | -5.1% | +74.3% | -79.4% | -24.2% |
| All | -5.1% | +74.0% | -79.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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