-1.5%
COF vs VIVK
-100.0%
+98.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.3% | +11.9% | -0.4% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -0.6% | -43.6% | +43.1% | -0.7% |
| 3M | +20.3% | -95.1% | +115.4% | +19.2% |
| 6M | +13.0% | -98.2% | +111.2% | +12.0% |
| YTD | -8.3% | -97.9% | +89.6% | -9.4% |
| 1Y | -1.5% | -100.0% | +98.5% | -9.6% |
| All | -1.5% | -100.0% | +98.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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