+203.4%
RSP vs COF
+246.6%
-43.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -3.1% | -6.1% | +2.9% | -0.9% |
| 30D | -3.4% | -5.2% | +1.8% | -1.6% |
| 3M | +3.6% | +17.0% | -13.4% | -2.7% |
| 6M | +9.0% | +12.9% | -3.9% | +3.4% |
| YTD | +12.2% | -13.5% | +25.7% | +16.8% |
| 1Y | +15.6% | -5.9% | +21.4% | +16.1% |
| 3Y | +51.6% | +117.1% | -65.5% | +6.1% |
| 5Y | +50.4% | +45.4% | +5.0% | +19.1% |
| All | +203.4% | +246.6% | -43.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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