+5,709.6%
COF vs VMC
+2,543.7%
+3,166.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -1.6% |
| 7D | +1.2% | -0.5% | +1.8% | +1.6% |
| 30D | -1.4% | -9.1% | +7.7% | +4.3% |
| 3M | +19.0% | -4.1% | +23.2% | +21.7% |
| 6M | +14.9% | -5.5% | +20.4% | +18.1% |
| YTD | -10.7% | -8.9% | -1.8% | -7.0% |
| 1Y | -1.3% | -12.9% | +11.7% | +5.4% |
| 3Y | +124.3% | +22.1% | +102.2% | +92.4% |
| 5Y | +51.1% | +52.7% | -1.6% | +12.5% |
| 10Y | +252.4% | +152.7% | +99.6% | +83.7% |
| All | +5,709.6% | +2,543.7% | +3,166.0% | +630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling