-5.1%
COF vs VIAV
+72.0%
-77.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | +0.7% | -14.7% | +15.4% | +1.3% |
| 30D | +5.7% | -37.4% | +43.1% | +7.6% |
| 3M | -6.7% | -27.1% | +20.4% | -5.9% |
| 6M | +9.5% | -44.0% | +53.5% | +11.7% |
| YTD | -13.9% | +64.9% | -78.7% | -23.7% |
| 1Y | -5.1% | +75.3% | -80.4% | -18.0% |
| All | -5.1% | +72.0% | -77.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 1y: compounded portfolio wealth divided by compounded VIAV 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…
1y analysis · Full analysis span regression · 6 months rolling