+240.7%
COF vs VIG
+614.0%
-373.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -0.6% |
| 30D | -3.4% | -2.8% | -0.5% | +1.7% |
| 3M | +15.4% | +2.5% | +12.9% | +10.9% |
| 6M | +14.4% | +8.1% | +6.3% | +0.2% |
| YTD | -12.0% | +9.6% | -21.5% | -24.5% |
| 1Y | -3.7% | +14.2% | -17.9% | -23.1% |
| 3Y | +121.1% | +56.1% | +64.9% | +4.0% |
| 5Y | +47.8% | +62.8% | -15.0% | -34.4% |
| 10Y | +250.3% | +248.2% | +2.1% | -60.0% |
| All | +240.7% | +614.0% | -373.3% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling