+118.1%
COF vs VTR
+132.9%
-14.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -6.0% | +1.1% | -7.1% | -6.2% |
| 3M | +14.8% | +7.9% | +6.9% | +13.2% |
| 6M | +15.3% | +6.2% | +9.2% | +13.9% |
| YTD | -13.0% | +17.7% | -30.8% | -15.9% |
| 1Y | -5.7% | +32.9% | -38.6% | -11.4% |
| 3Y | +118.1% | +129.7% | -11.6% | +70.6% |
| All | +118.1% | +132.9% | -14.7% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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