+51.1%
COF vs ROIV
+316.9%
-265.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.8% | -21.3% | -4.4% |
| 7D | +1.2% | +20.2% | -18.9% | -0.7% |
| 30D | -1.4% | +14.1% | -15.5% | -2.9% |
| 3M | +19.0% | +45.6% | -26.6% | +14.3% |
| 6M | +14.9% | +44.1% | -29.2% | +10.3% |
| YTD | -10.7% | +91.2% | -101.8% | -16.8% |
| 1Y | -1.3% | +221.3% | -222.6% | -12.5% |
| 3Y | +124.3% | +229.2% | -104.9% | +95.8% |
| 5Y | +51.1% | +316.5% | -265.3% | +18.1% |
| All | +51.1% | +316.9% | -265.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling