-1.5%
COF vs ROIV
+177.7%
-179.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -0.6% | +1.0% | -1.5% | -0.8% |
| 3M | +20.3% | +18.3% | +2.0% | +16.5% |
| 6M | +13.0% | +18.3% | -5.3% | +8.9% |
| YTD | -8.3% | +61.0% | -69.3% | -14.9% |
| 1Y | -1.5% | +177.9% | -179.3% | -14.3% |
| All | -1.5% | +177.7% | -179.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling