+5,197.0%
COF vs VLO
+24,556.3%
-19,359.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -3.4% | +9.6% | -13.0% | -6.8% |
| 30D | +0.4% | -17.4% | +17.8% | +7.3% |
| 3M | -12.5% | +10.8% | -23.3% | -17.0% |
| 6M | +8.3% | +56.9% | -48.6% | -11.4% |
| YTD | -18.6% | +136.8% | -155.3% | -44.6% |
| 1Y | -8.6% | +120.7% | -129.3% | -36.2% |
| 3Y | +94.7% | +231.9% | -137.3% | +12.3% |
| 5Y | +35.3% | +479.0% | -443.7% | -41.1% |
| 10Y | +185.1% | +792.2% | -607.0% | -0.3% |
| All | +5,197.0% | +24,556.3% | -19,359.3% | +708.7% |
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 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