+93.2%
COF vs VLTO
+69.5%
+23.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -5.0% | +0.8% | -5.8% | -5.4% |
| 30D | -2.3% | +18.7% | -20.9% | -9.6% |
| 3M | -12.7% | +21.7% | -34.4% | -20.2% |
| 6M | +6.2% | +35.8% | -29.6% | -8.3% |
| YTD | -19.2% | +18.3% | -37.4% | -25.3% |
| 1Y | -11.5% | +20.9% | -32.4% | -19.3% |
| All | +93.2% | +69.5% | +23.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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