-91.2%
COCP vs VT
+53.4%
-144.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.8% |
| 7D | +4.0% | -2.3% | +6.3% | +5.8% |
| 30D | -1.9% | -5.0% | +3.1% | +2.0% |
| 3M | +1.0% | -4.9% | +5.8% | +4.9% |
| 6M | -26.2% | -1.5% | -24.7% | -25.4% |
| YTD | +6.1% | +8.5% | -2.4% | -0.1% |
| 1Y | +3.0% | +11.4% | -8.4% | -4.8% |
| 3Y | -40.6% | +70.1% | -110.6% | -60.5% |
| All | -91.2% | +53.4% | -144.6% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling