+5,523.6%
COF vs VICR
+1,442.3%
+4,081.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.1% |
| 7D | -6.1% | -0.4% | -5.7% | -6.1% |
| 30D | -5.2% | -15.6% | +10.4% | -2.2% |
| 3M | +17.0% | -35.4% | +52.4% | +25.0% |
| 6M | +12.9% | +1.3% | +11.6% | +4.6% |
| YTD | -13.5% | +62.5% | -76.0% | -29.1% |
| 1Y | -5.9% | +255.5% | -261.3% | -37.0% |
| 3Y | +117.1% | +182.0% | -64.9% | +41.4% |
| 5Y | +45.4% | +42.9% | +2.5% | -1.1% |
| 10Y | +244.1% | +1,494.0% | -1,249.9% | +17.2% |
| All | +5,523.6% | +1,442.3% | +4,081.3% | +1,232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling