+116.9%
COF vs VRSN
+42.7%
+74.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | -6.1% | -1.5% | -4.5% | -5.8% |
| 30D | -5.2% | +0.7% | -5.9% | -5.3% |
| 3M | +17.0% | +0.6% | +16.4% | +16.7% |
| 6M | +12.9% | +21.7% | -8.8% | +7.2% |
| YTD | -13.5% | +20.0% | -33.5% | -17.9% |
| 1Y | -5.9% | +3.2% | -9.0% | -7.3% |
| All | +116.9% | +42.7% | +74.2% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling