-1.5%
COF vs VMC
-8.5%
+7.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.8% | -4.3% | +6.1% | +3.7% |
| 30D | -0.6% | -8.2% | +7.7% | +3.0% |
| 3M | +20.3% | -7.0% | +27.3% | +23.9% |
| 6M | +13.0% | -10.8% | +23.8% | +16.8% |
| YTD | -8.3% | -7.4% | -0.9% | -8.2% |
| 1Y | -1.5% | -9.5% | +8.0% | +0.8% |
| All | -1.5% | -8.5% | +7.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling