+25.3%
VZ vs COF
+48.7%
-23.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.8% |
| 30D | +5.8% | -3.4% | +9.1% | +6.0% |
| 3M | +10.5% | +15.4% | -4.9% | +9.2% |
| 6M | +1.8% | +14.4% | -12.6% | +0.6% |
| YTD | +28.3% | -12.0% | +40.2% | +29.5% |
| 1Y | +22.0% | -3.7% | +25.7% | +21.9% |
| 3Y | +81.8% | +121.1% | -39.2% | +59.8% |
| 5Y | +25.3% | +47.8% | -22.5% | +14.5% |
| All | +25.3% | +48.7% | -23.4% | +14.5% |
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