+286.3%
COF vs VNQ
+386.3%
-100.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -5.1% | -1.3% | -3.9% | -3.9% |
| 30D | -6.0% | -2.6% | -3.4% | -3.6% |
| 3M | +14.8% | -2.0% | +16.9% | +16.8% |
| 6M | +15.3% | +4.3% | +11.0% | +10.2% |
| YTD | -13.0% | +9.2% | -22.3% | -20.6% |
| 1Y | -5.7% | +5.6% | -11.3% | -11.1% |
| 3Y | +118.1% | +30.8% | +87.3% | +63.9% |
| 5Y | +46.2% | +8.0% | +38.3% | +33.4% |
| 10Y | +246.1% | +63.7% | +182.4% | +113.9% |
| All | +286.3% | +386.3% | -100.0% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling