+625.9%
COF vs VCLT
+103.3%
+522.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | -1.4% | -0.6% | -0.8% | -1.3% |
| 3M | +19.0% | -2.2% | +21.3% | +19.5% |
| 6M | +14.9% | -2.9% | +17.8% | +15.4% |
| YTD | -10.7% | -2.1% | -8.6% | -10.4% |
| 1Y | -1.3% | -2.6% | +1.3% | -0.8% |
| 3Y | +124.3% | +12.5% | +111.8% | +120.9% |
| 5Y | +51.1% | -15.3% | +66.4% | +46.8% |
| 10Y | +252.4% | +16.6% | +235.7% | +277.2% |
| All | +625.9% | +103.3% | +522.6% | +1,136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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