-99.4%
COCP vs VT
+214.8%
-314.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.3% |
| 7D | +2.0% | -4.2% | +6.2% | +3.3% |
| 30D | -9.9% | -5.8% | -4.1% | -8.3% |
| 3M | -2.0% | -5.2% | +3.3% | -0.4% |
| 6M | -27.5% | +0.1% | -27.7% | -27.5% |
| YTD | +2.0% | +8.2% | -6.2% | +0.2% |
| 1Y | -3.8% | +10.1% | -14.0% | -6.0% |
| 3Y | -43.2% | +69.7% | -112.8% | -49.2% |
| 5Y | -91.2% | +53.4% | -144.6% | -92.3% |
| All | -99.4% | +214.8% | -314.2% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling