-6.5%
COF vs VTRS
+88.0%
-94.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | +4.1% | +8.2% | -4.1% | +1.9% |
| 3M | -7.7% | +8.3% | -16.0% | -9.9% |
| 6M | +8.3% | +24.1% | -15.7% | +1.6% |
| YTD | -14.9% | +56.0% | -70.9% | -25.0% |
| 1Y | -6.5% | +82.7% | -89.2% | -20.1% |
| All | -6.5% | +88.0% | -94.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling