-99.4%
COCP vs VT
+224.4%
-323.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | -3.8% | -1.7% | -2.0% | -3.3% |
| 3M | -5.6% | -2.3% | -3.3% | -4.9% |
| 6M | -21.5% | +1.5% | -23.1% | -21.8% |
| YTD | +4.1% | +12.0% | -8.0% | +1.1% |
| 1Y | -9.7% | +12.9% | -22.6% | -12.4% |
| 3Y | -46.3% | +74.9% | -121.3% | -52.5% |
| 5Y | -90.9% | +59.9% | -150.8% | -92.1% |
| 10Y | -99.4% | +224.6% | -324.0% | -99.7% |
| All | -99.4% | +224.4% | -323.8% | -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