+242.0%
COF vs VRSN
+299.1%
-57.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | 0.0% |
| 7D | -5.1% | +0.2% | -5.4% | -5.3% |
| 30D | -6.0% | +3.8% | -9.8% | -7.7% |
| 3M | +14.8% | +5.0% | +9.8% | +11.6% |
| 6M | +15.3% | +24.9% | -9.5% | +2.2% |
| YTD | -13.0% | +21.6% | -34.7% | -22.4% |
| 1Y | -5.7% | +2.4% | -8.1% | -8.6% |
| 3Y | +118.1% | +47.3% | +70.8% | +71.1% |
| 5Y | +46.2% | +34.7% | +11.5% | +17.3% |
| All | +242.0% | +299.1% | -57.1% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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