+8,078.6%
RTX vs COF
+5,862.8%
+2,215.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -5.2% | +1.8% | -7.0% | -5.6% |
| 30D | -9.4% | -0.6% | -8.8% | -9.3% |
| 3M | +12.3% | +20.3% | -8.0% | +6.5% |
| 6M | -3.1% | +13.0% | -16.1% | -6.7% |
| YTD | +10.7% | -8.3% | +19.0% | +12.1% |
| 1Y | +28.4% | -1.5% | +29.9% | +27.2% |
| 3Y | +147.1% | +122.3% | +24.8% | +90.0% |
| 5Y | +167.2% | +52.5% | +114.8% | +121.8% |
| 10Y | +274.7% | +264.9% | +9.8% | +139.7% |
| All | +8,078.6% | +5,862.8% | +2,215.8% | +2,199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling