+50.5%
RSP vs COF
+48.7%
+1.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.5% |
| 7D | -1.8% | -2.7% | +0.8% | -1.0% |
| 30D | -2.5% | -3.4% | +0.8% | -1.5% |
| 3M | +3.0% | +15.4% | -12.4% | -2.0% |
| 6M | +8.9% | +14.4% | -5.5% | +3.7% |
| YTD | +13.0% | -12.0% | +24.9% | +16.5% |
| 1Y | +16.2% | -3.7% | +20.0% | +16.0% |
| 3Y | +52.7% | +121.1% | -68.4% | +10.4% |
| 5Y | +50.5% | +47.8% | +2.7% | +18.9% |
| All | +50.5% | +48.7% | +1.8% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling