+118.1%
COF vs VNQ
+30.7%
+87.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -5.1% | -1.3% | -3.9% | -4.3% |
| 30D | -6.0% | -2.6% | -3.4% | -4.3% |
| 3M | +14.8% | -2.0% | +16.9% | +16.4% |
| 6M | +15.3% | +4.3% | +11.0% | +11.5% |
| YTD | -13.0% | +9.2% | -22.3% | -18.8% |
| 1Y | -5.7% | +5.6% | -11.3% | -9.7% |
| 3Y | +118.1% | +30.8% | +87.3% | +84.1% |
| All | +118.1% | +30.7% | +87.4% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 3y: compounded portfolio wealth divided by compounded VNQ 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…
3y analysis · Full analysis span regression · 6 months rolling