+45.4%
COF vs VMC
+47.2%
-1.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -6.1% | -3.7% | -2.4% | -3.9% |
| 30D | -5.2% | -12.8% | +7.6% | +3.1% |
| 3M | +17.0% | -7.9% | +24.9% | +22.7% |
| 6M | +12.9% | -7.5% | +20.4% | +17.6% |
| YTD | -13.5% | -11.6% | -1.9% | -8.5% |
| 1Y | -5.9% | -14.3% | +8.4% | +1.3% |
| 3Y | +117.1% | +18.5% | +98.6% | +83.5% |
| 5Y | +45.4% | +46.8% | -1.4% | +1.1% |
| All | +45.4% | +47.2% | -1.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling