+13.0%
COF vs VXUS
+11.4%
+1.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +1.8% | +1.0% | +0.8% | +1.2% |
| 30D | -0.6% | +2.2% | -2.8% | -1.9% |
| 3M | +20.3% | +3.0% | +17.3% | +17.9% |
| 6M | +13.0% | +10.7% | +2.4% | +4.5% |
| All | +13.0% | +11.4% | +1.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 6mo: compounded portfolio wealth divided by compounded VXUS 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…
6mo analysis · Full analysis span regression · 6 months rolling