-5.7%
COF vs VTV
+24.1%
-29.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.7% |
| 7D | -5.1% | -1.1% | -4.0% | -3.2% |
| 30D | -6.0% | -1.0% | -5.0% | -4.2% |
| 3M | +14.8% | +4.6% | +10.2% | +6.4% |
| 6M | +15.3% | +13.5% | +1.8% | -8.0% |
| YTD | -13.0% | +18.5% | -31.5% | -35.2% |
| 1Y | -5.7% | +22.9% | -28.6% | -34.3% |
| All | -5.7% | +24.1% | -29.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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