+35.7%
COF vs VLO
+476.5%
-440.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -3.4% | +9.6% | -13.0% | -5.5% |
| 30D | +0.4% | -17.4% | +17.8% | +4.7% |
| 3M | -12.5% | +10.8% | -23.3% | -15.4% |
| 6M | +8.3% | +56.9% | -48.6% | -5.1% |
| YTD | -18.6% | +136.8% | -155.3% | -38.3% |
| 1Y | -8.6% | +120.7% | -129.3% | -29.3% |
| 3Y | +94.7% | +231.9% | -137.3% | +28.7% |
| All | +35.7% | +476.5% | -440.8% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling