+1,265.5%
COF vs VRSN
+6,532.2%
-5,266.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -2.7% | -1.0% | -1.6% | -2.4% |
| 30D | -3.4% | -1.9% | -1.5% | -2.9% |
| 3M | +15.4% | +1.4% | +14.0% | +14.6% |
| 6M | +14.4% | +19.0% | -4.6% | +8.5% |
| YTD | -12.0% | +19.2% | -31.2% | -16.8% |
| 1Y | -3.7% | +1.7% | -5.4% | -5.2% |
| 3Y | +121.1% | +41.4% | +79.6% | +97.6% |
| 5Y | +47.8% | +31.7% | +16.2% | +34.2% |
| 10Y | +250.3% | +290.3% | -39.9% | +141.8% |
| All | +1,265.5% | +6,532.2% | -5,266.7% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling