+667.4%
COF vs VIVK
-100.0%
+767.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | -6.1% | -9.5% | +3.4% | -6.1% |
| 30D | -5.2% | -35.1% | +30.0% | -5.2% |
| 3M | +17.0% | -93.4% | +110.4% | +17.0% |
| 6M | +12.9% | -98.0% | +110.9% | +12.9% |
| YTD | -13.5% | -97.9% | +84.3% | -13.5% |
| 1Y | -5.9% | -100.0% | +94.1% | -5.8% |
| 3Y | +117.1% | -100.0% | +217.1% | +117.2% |
| 5Y | +45.4% | -100.0% | +145.4% | +45.5% |
| 10Y | +244.1% | -100.0% | +344.1% | +244.5% |
| All | +667.4% | -100.0% | +767.4% | +695.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling