-5.1%
COF vs VO
+16.3%
-21.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.5% |
| 7D | +0.7% | +1.0% | -0.3% | -0.8% |
| 30D | +5.7% | +2.6% | +3.1% | +1.6% |
| 3M | -6.7% | -0.3% | -6.4% | -6.2% |
| 6M | +9.5% | +7.6% | +1.9% | -2.0% |
| YTD | -13.9% | +14.7% | -28.6% | -29.0% |
| 1Y | -5.1% | +16.4% | -21.5% | -23.4% |
| All | -5.1% | +16.3% | -21.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling