+274.4%
COF vs VEU
+188.0%
+86.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | -0.8% |
| 7D | -5.1% | -1.4% | -3.7% | -3.4% |
| 30D | -6.0% | -0.4% | -5.6% | -5.5% |
| 3M | +14.8% | +2.5% | +12.3% | +10.8% |
| 6M | +15.3% | +11.1% | +4.2% | -0.7% |
| YTD | -13.0% | +16.5% | -29.6% | -29.8% |
| 1Y | -5.7% | +22.9% | -28.6% | -29.0% |
| 3Y | +118.1% | +73.4% | +44.7% | +4.7% |
| 5Y | +46.2% | +56.1% | -9.9% | -18.1% |
| 10Y | +246.1% | +153.0% | +93.1% | +10.9% |
| All | +274.4% | +188.0% | +86.4% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling