+118.1%
COF vs VIAV
+293.0%
-174.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.1% |
| 7D | -5.1% | +11.2% | -16.3% | -6.5% |
| 30D | -6.0% | -10.1% | +4.1% | -5.0% |
| 3M | +14.8% | -22.9% | +37.7% | +17.6% |
| 6M | +15.3% | +28.8% | -13.4% | +5.9% |
| YTD | -13.0% | +117.5% | -130.5% | -29.5% |
| 1Y | -5.7% | +216.1% | -221.8% | -31.0% |
| 3Y | +118.1% | +292.2% | -174.1% | +44.2% |
| All | +118.1% | +293.0% | -174.9% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling