+135.5%
COF vs ROIV
+298.6%
-163.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -4.5% | +9.5% | -13.9% | -5.3% |
| 30D | -2.0% | +21.0% | -23.0% | -3.8% |
| 3M | -9.7% | +18.7% | -28.5% | -11.5% |
| 6M | +8.0% | +44.5% | -36.5% | +3.6% |
| YTD | -17.7% | +92.9% | -110.6% | -23.4% |
| 1Y | -9.3% | +100.2% | -109.6% | -15.9% |
| 3Y | +96.3% | +375.0% | -278.7% | +68.4% |
| 5Y | +37.0% | +435.2% | -398.2% | +5.5% |
| All | +135.5% | +298.6% | -163.1% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling