+242.0%
COF vs VMC
+156.6%
+85.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | -5.1% | -3.8% | -1.4% | -2.9% |
| 30D | -6.0% | -9.7% | +3.7% | 0.0% |
| 3M | +14.8% | -9.6% | +24.5% | +21.8% |
| 6M | +15.3% | -4.8% | +20.2% | +18.1% |
| YTD | -13.0% | -10.9% | -2.2% | -8.3% |
| 1Y | -5.7% | -15.6% | +9.9% | +2.7% |
| 3Y | +118.1% | +19.3% | +98.8% | +87.6% |
| 5Y | +46.2% | +48.0% | -1.8% | +8.4% |
| All | +242.0% | +156.6% | +85.4% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling