+45.4%
COF vs VRSN
+32.1%
+13.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -6.1% | -1.5% | -4.5% | -5.5% |
| 30D | -5.2% | +0.7% | -5.9% | -5.5% |
| 3M | +17.0% | +0.6% | +16.4% | +16.2% |
| 6M | +12.9% | +21.7% | -8.8% | +2.6% |
| YTD | -13.5% | +20.0% | -33.5% | -21.3% |
| 1Y | -5.9% | +3.2% | -9.0% | -8.4% |
| 3Y | +117.1% | +42.4% | +74.7% | +75.8% |
| 5Y | +45.4% | +33.0% | +12.4% | +17.2% |
| All | +45.4% | +32.1% | +13.3% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling