+5,862.8%
COF vs VLO
+23,964.9%
-18,102.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +5.2% | -3.4% | -0.2% |
| 30D | -0.6% | +22.6% | -23.2% | -8.3% |
| 3M | +20.3% | +43.8% | -23.5% | +3.4% |
| 6M | +13.0% | +65.7% | -52.7% | -9.8% |
| YTD | -8.3% | +131.1% | -139.4% | -36.2% |
| 1Y | -1.5% | +143.6% | -145.1% | -33.3% |
| 3Y | +122.3% | +201.4% | -79.1% | +34.4% |
| 5Y | +52.5% | +568.9% | -516.4% | -36.8% |
| 10Y | +264.9% | +891.8% | -626.9% | +24.2% |
| All | +5,862.8% | +23,964.9% | -18,102.2% | +830.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling