+279.2%
RTX vs COF
+248.6%
+30.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -1.5% | -5.1% | +3.6% | +0.5% |
| 30D | -11.0% | -6.0% | -4.9% | -8.8% |
| 3M | +7.7% | +14.8% | -7.2% | +1.4% |
| 6M | -3.9% | +15.3% | -19.2% | -9.9% |
| YTD | +9.0% | -13.0% | +22.0% | +13.3% |
| 1Y | +27.3% | -5.7% | +33.0% | +27.3% |
| 3Y | +172.9% | +118.1% | +54.8% | +77.8% |
| 5Y | +165.2% | +46.2% | +118.9% | +98.7% |
| All | +279.2% | +248.6% | +30.6% | +66.1% |
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