+175.7%
COF vs RVTY
+211.6%
-35.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | +0.4% | +1.5% | -1.2% | -0.9% |
| 3M | -12.5% | +31.5% | -44.0% | -23.6% |
| 6M | +8.3% | +62.7% | -54.4% | -14.6% |
| YTD | -18.6% | +60.0% | -78.5% | -36.0% |
| 1Y | -8.6% | +65.7% | -74.3% | -29.5% |
| 3Y | +94.7% | +85.2% | +9.5% | +35.9% |
| 5Y | +35.3% | -14.9% | +50.2% | +34.6% |
| All | +175.7% | +211.6% | -35.9% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling