+118.1%
COF vs VICR
+209.3%
-91.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -0.9% |
| 7D | -5.1% | +5.0% | -10.1% | -5.8% |
| 30D | -6.0% | -12.5% | +6.4% | -4.8% |
| 3M | +14.8% | -33.6% | +48.4% | +19.1% |
| 6M | +15.3% | +10.7% | +4.7% | +6.8% |
| YTD | -13.0% | +80.6% | -93.6% | -26.7% |
| 1Y | -5.7% | +288.4% | -294.1% | -32.0% |
| 3Y | +118.1% | +213.8% | -95.7% | +50.3% |
| All | +118.1% | +209.3% | -91.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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