+43.1%
COF vs VEU
+55.0%
-11.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | -0.6% |
| 7D | -5.1% | -1.4% | -3.7% | -3.6% |
| 30D | -6.0% | -0.4% | -5.6% | -5.6% |
| 3M | +14.8% | +2.5% | +12.3% | +11.2% |
| 6M | +15.3% | +11.1% | +4.2% | +0.6% |
| YTD | -13.0% | +16.5% | -29.6% | -28.8% |
| 1Y | -5.7% | +22.9% | -28.6% | -27.8% |
| 3Y | +118.1% | +73.4% | +44.7% | +5.8% |
| All | +43.1% | +55.0% | -11.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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