+120.8%
COF vs VO
+56.0%
+64.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | -2.7% | -0.6% | -2.1% | -1.8% |
| 30D | -3.4% | -1.9% | -1.4% | -0.5% |
| 3M | +15.4% | +3.3% | +12.2% | +10.5% |
| 6M | +14.4% | +9.7% | +4.7% | +0.3% |
| YTD | -12.0% | +12.6% | -24.6% | -25.4% |
| 1Y | -3.7% | +13.6% | -17.4% | -19.4% |
| All | +120.8% | +56.0% | +64.8% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling