+116.9%
COF vs VLO
+192.7%
-75.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -6.1% | +4.0% | -10.0% | -6.9% |
| 30D | -5.2% | +19.0% | -24.1% | -8.8% |
| 3M | +17.0% | +50.0% | -33.0% | +6.0% |
| 6M | +12.9% | +79.1% | -66.2% | -4.7% |
| YTD | -13.5% | +140.3% | -153.8% | -34.7% |
| 1Y | -5.9% | +148.3% | -154.2% | -30.4% |
| All | +116.9% | +192.7% | -75.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling