+211.0%
RSP vs COF
+185.2%
+25.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +2.4% | -3.4% | +5.7% | +3.6% |
| 30D | +4.3% | +0.4% | +3.9% | +4.0% |
| 3M | -0.3% | -12.5% | +12.2% | +4.5% |
| 6M | +9.8% | +8.3% | +1.5% | +5.9% |
| YTD | +16.8% | -18.6% | +35.4% | +24.2% |
| 1Y | +19.5% | -8.6% | +28.1% | +21.5% |
| 3Y | +65.1% | +94.7% | -29.5% | +20.6% |
| 5Y | +48.7% | +35.3% | +13.4% | +21.2% |
| All | +211.0% | +185.2% | +25.8% | +76.6% |
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