-10.0%
COCP vs VT
+11.9%
-21.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.2% |
| 7D | -1.0% | +2.9% | -3.9% | -4.3% |
| 30D | -8.3% | -2.5% | -5.8% | -5.5% |
| 3M | -11.6% | -3.3% | -8.3% | -7.8% |
| 6M | -24.4% | +1.5% | -26.0% | -26.8% |
| YTD | +1.0% | +11.4% | -10.3% | -15.7% |
| 1Y | -10.0% | +11.9% | -21.9% | -25.8% |
| All | -10.0% | +11.9% | -21.9% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling