+242.0%
COF vs VO
+200.3%
+41.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.5% |
| 7D | -5.1% | -1.5% | -3.6% | -3.0% |
| 30D | -6.0% | -3.0% | -3.0% | -1.7% |
| 3M | +14.8% | +2.8% | +12.0% | +10.6% |
| 6M | +15.3% | +10.9% | +4.4% | -0.2% |
| YTD | -13.0% | +12.5% | -25.5% | -25.9% |
| 1Y | -5.7% | +12.0% | -17.7% | -19.1% |
| 3Y | +118.1% | +56.3% | +61.9% | +19.3% |
| 5Y | +46.2% | +42.9% | +3.3% | -8.2% |
| All | +242.0% | +200.3% | +41.7% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling