+5,709.6%
COF vs RVTY
+2,364.7%
+3,344.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.6% |
| 7D | +1.2% | +0.4% | +0.9% | +1.1% |
| 30D | -1.4% | +10.8% | -12.2% | -5.5% |
| 3M | +19.0% | +26.8% | -7.8% | +7.7% |
| 6M | +14.9% | +39.3% | -24.4% | -0.6% |
| YTD | -10.7% | +31.6% | -42.3% | -21.2% |
| 1Y | -1.3% | +47.7% | -49.0% | -17.4% |
| 3Y | +124.3% | +19.9% | +104.4% | +96.8% |
| 5Y | +51.1% | -32.3% | +83.5% | +63.8% |
| 10Y | +252.4% | +138.4% | +113.9% | +125.8% |
| All | +5,709.6% | +2,364.7% | +3,344.9% | +1,740.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling