+242.0%
COF vs VIVK
-100.0%
+342.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.6% |
| 7D | -5.1% | -4.4% | -0.8% | -5.1% |
| 30D | -6.0% | -40.8% | +34.8% | -6.0% |
| 3M | +14.8% | -94.1% | +109.0% | +15.2% |
| 6M | +15.3% | -98.2% | +113.5% | +15.8% |
| YTD | -13.0% | -98.0% | +85.0% | -12.9% |
| 1Y | -5.7% | -100.0% | +94.3% | -5.0% |
| 3Y | +118.1% | -100.0% | +218.1% | +119.5% |
| 5Y | +46.2% | -100.0% | +146.2% | +47.7% |
| All | +242.0% | -100.0% | +342.0% | +242.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling