+35.7%
COF vs VUG
+62.0%
-26.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.6% |
| 7D | -3.4% | +2.5% | -5.9% | -5.5% |
| 30D | +0.4% | -6.3% | +6.7% | +5.7% |
| 3M | -12.5% | -6.0% | -6.5% | -8.2% |
| 6M | +8.3% | -3.5% | +11.8% | +10.7% |
| YTD | -18.6% | +3.9% | -22.5% | -22.3% |
| 1Y | -8.6% | +5.1% | -13.7% | -13.7% |
| 3Y | +94.7% | +77.9% | +16.8% | +13.9% |
| All | +35.7% | +62.0% | -26.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 5y: compounded portfolio wealth divided by compounded VUG 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…
5y analysis · Full analysis span regression · 6 months rolling