+242.0%
COF vs VSH
+196.4%
+45.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.6% | -2.1% |
| 7D | -5.1% | +4.8% | -9.9% | -7.1% |
| 30D | -6.0% | -0.7% | -5.3% | -6.3% |
| 3M | +14.8% | -43.1% | +57.9% | +40.7% |
| 6M | +15.3% | +91.8% | -76.4% | -28.2% |
| YTD | -13.0% | +131.6% | -144.7% | -51.6% |
| 1Y | -5.7% | +118.1% | -123.8% | -46.7% |
| 3Y | +118.1% | +40.9% | +77.2% | +45.7% |
| 5Y | +46.2% | +75.8% | -29.5% | -17.8% |
| All | +242.0% | +196.4% | +45.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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