+162.3%
COF vs ROIV
+232.7%
-70.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +1.8% | +0.6% | +1.2% | +1.8% |
| 30D | -0.6% | +1.0% | -1.5% | -0.7% |
| 3M | +20.3% | +18.3% | +2.0% | +18.1% |
| 6M | +13.0% | +18.3% | -5.3% | +10.8% |
| YTD | -8.3% | +61.0% | -69.3% | -12.9% |
| 1Y | -1.5% | +177.9% | -179.3% | -11.1% |
| 3Y | +122.3% | +199.1% | -76.8% | +97.1% |
| 5Y | +52.5% | +250.7% | -198.2% | +21.4% |
| All | +162.3% | +232.7% | -70.3% | +105.2% |
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