-5.1%
COF vs VMC
+3.7%
-8.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -3.1% |
| 7D | +0.7% | +12.3% | -11.6% | -4.5% |
| 30D | +5.7% | +21.2% | -15.5% | -3.2% |
| 3M | -6.7% | +4.6% | -11.3% | -8.8% |
| 6M | +9.5% | +3.9% | +5.6% | +7.2% |
| YTD | -13.9% | +5.0% | -18.9% | -19.9% |
| 1Y | -5.1% | +2.6% | -7.7% | -10.6% |
| All | -5.1% | +3.7% | -8.8% | -10.6% |
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