+116.9%
COF vs VIG
+54.7%
+62.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.0% |
| 7D | -6.1% | -2.2% | -3.8% | -2.4% |
| 30D | -5.2% | -3.2% | -1.9% | +0.4% |
| 3M | +17.0% | +3.0% | +14.0% | +11.5% |
| 6M | +12.9% | +8.1% | +4.8% | -0.6% |
| YTD | -13.5% | +9.1% | -22.6% | -24.7% |
| 1Y | -5.9% | +12.6% | -18.4% | -22.1% |
| All | +116.9% | +54.7% | +62.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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