-86.0%
COE price history and return analytics
+235.1%
-321.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.9% | -12.6% | -12.9% |
| 7D | -28.8% | -2.0% | -26.8% | -27.7% |
| 30D | -47.0% | -1.4% | -45.6% | -46.4% |
| 3M | -51.8% | +4.7% | -56.5% | -53.2% |
| 6M | -56.2% | +11.4% | -67.5% | -59.1% |
| YTD | -66.8% | +13.1% | -79.9% | -69.3% |
| 1Y | -77.8% | +19.0% | -96.8% | -80.1% |
| 3Y | +18.4% | +73.9% | -55.5% | -18.4% |
| 5Y | -18.7% | +65.4% | -84.1% | -41.7% |
| 10Y | -87.7% | +225.4% | -313.1% | -94.7% |
| All | -86.0% | +235.1% | -321.2% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling