+5,555.9%
COF vs VIAV
+1,716.6%
+3,839.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.3% |
| 7D | -5.1% | +11.2% | -16.3% | -7.8% |
| 30D | -6.0% | -10.1% | +4.1% | -4.3% |
| 3M | +14.8% | -22.9% | +37.7% | +19.1% |
| 6M | +15.3% | +28.8% | -13.4% | +3.0% |
| YTD | -13.0% | +117.5% | -130.5% | -32.8% |
| 1Y | -5.7% | +216.1% | -221.8% | -34.3% |
| 3Y | +118.1% | +292.2% | -174.1% | +40.5% |
| 5Y | +46.2% | +141.0% | -94.8% | +4.9% |
| 10Y | +246.1% | +414.6% | -168.6% | +107.1% |
| All | +5,555.9% | +1,716.6% | +3,839.3% | +1,850.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling