+242.0%
COF vs VRSK
+126.1%
+115.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -5.2% | 0.0% | -2.8% |
| 30D | -6.0% | -2.3% | -3.7% | -5.3% |
| 3M | +14.8% | -2.9% | +17.8% | +15.0% |
| 6M | +15.3% | -12.8% | +28.1% | +20.7% |
| YTD | -13.0% | -20.8% | +7.8% | -5.1% |
| 1Y | -5.7% | -33.2% | +27.5% | +12.5% |
| 3Y | +118.1% | -26.6% | +144.7% | +136.9% |
| 5Y | +46.2% | -11.3% | +57.6% | +36.3% |
| All | +242.0% | +126.1% | +115.9% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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