+45.4%
COF vs RVTY
-34.5%
+79.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.9% |
| 7D | -6.1% | -7.4% | +1.3% | -3.3% |
| 30D | -5.2% | +4.5% | -9.7% | -6.9% |
| 3M | +17.0% | +19.5% | -2.5% | +8.7% |
| 6M | +12.9% | +34.1% | -21.2% | -0.4% |
| YTD | -13.5% | +25.3% | -38.8% | -22.0% |
| 1Y | -5.9% | +47.0% | -52.9% | -20.8% |
| 3Y | +117.1% | +14.1% | +103.0% | +94.9% |
| 5Y | +45.4% | -34.6% | +80.0% | +53.0% |
| All | +45.4% | -34.5% | +79.9% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling