-3.7%
COF vs ROIV
+224.1%
-227.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -2.7% | +22.3% | -25.0% | -5.0% |
| 30D | -3.4% | +16.9% | -20.2% | -5.1% |
| 3M | +15.4% | +43.9% | -28.5% | +9.1% |
| 6M | +14.4% | +41.6% | -27.2% | +8.0% |
| YTD | -12.0% | +92.7% | -104.7% | -20.1% |
| 1Y | -3.7% | +210.2% | -213.9% | -17.7% |
| All | -3.7% | +224.1% | -227.9% | -17.7% |
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