+5,862.8%
COF vs RVTY
+2,425.6%
+3,437.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | -0.6% | +13.2% | -13.8% | -5.6% |
| 3M | +20.3% | +27.2% | -7.0% | +8.6% |
| 6M | +13.0% | +32.4% | -19.4% | -0.2% |
| YTD | -8.3% | +34.9% | -43.2% | -19.9% |
| 1Y | -1.5% | +52.4% | -53.8% | -18.6% |
| 3Y | +122.3% | +12.3% | +110.0% | +100.3% |
| 5Y | +52.5% | -30.8% | +83.3% | +63.8% |
| 10Y | +264.9% | +150.7% | +114.2% | +129.3% |
| All | +5,862.8% | +2,425.6% | +3,437.1% | +1,770.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling