+242.0%
COF vs VLO
+946.8%
-704.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | -5.1% | +5.3% | -10.5% | -7.4% |
| 30D | -6.0% | +18.2% | -24.3% | -12.9% |
| 3M | +14.8% | +53.3% | -38.5% | -6.4% |
| 6M | +15.3% | +70.4% | -55.1% | -12.4% |
| YTD | -13.0% | +143.4% | -156.4% | -44.8% |
| 1Y | -5.7% | +153.0% | -158.7% | -41.8% |
| 3Y | +118.1% | +195.0% | -76.8% | +19.9% |
| 5Y | +46.2% | +618.8% | -572.5% | -54.8% |
| All | +242.0% | +946.8% | -704.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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