+67.7%
V vs COF
+48.7%
+19.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -2.9% | -2.7% | -0.3% | -2.1% |
| 30D | +1.9% | -3.4% | +5.2% | +2.9% |
| 3M | +13.2% | +15.4% | -2.2% | +8.0% |
| 6M | +16.7% | +14.4% | +2.3% | +11.4% |
| YTD | +5.4% | -12.0% | +17.4% | +8.6% |
| 1Y | +7.7% | -3.7% | +11.4% | +7.6% |
| 3Y | +52.0% | +121.1% | -69.1% | +12.3% |
| 5Y | +67.7% | +47.8% | +19.9% | +42.0% |
| All | +67.7% | +48.7% | +19.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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