-1.5%
COF vs VIK
+37.7%
-39.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | -3.0% | +4.9% | +3.0% |
| 30D | -0.6% | -20.7% | +20.2% | +8.1% |
| 3M | +20.3% | -4.6% | +24.9% | +21.1% |
| 6M | +13.0% | +14.0% | -1.0% | +4.8% |
| YTD | -8.3% | +20.2% | -28.5% | -16.5% |
| 1Y | -1.5% | +36.0% | -37.5% | -16.9% |
| All | -1.5% | +37.7% | -39.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling