+242.0%
COF vs VIAV
+419.4%
-177.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.6% |
| 7D | -5.1% | +11.2% | -16.3% | -8.6% |
| 30D | -6.0% | -10.1% | +4.1% | -3.7% |
| 3M | +14.8% | -22.9% | +37.7% | +20.7% |
| 6M | +15.3% | +28.8% | -13.4% | -4.4% |
| YTD | -13.0% | +117.5% | -130.5% | -43.8% |
| 1Y | -5.7% | +216.1% | -221.8% | -49.5% |
| 3Y | +118.1% | +292.2% | -174.1% | -0.2% |
| 5Y | +46.2% | +141.0% | -94.8% | -16.8% |
| All | +242.0% | +419.4% | -177.4% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling