-99.9%
COCP vs VT
+366.9%
-466.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +10.8% | +1.0% | +9.8% | +10.2% |
| 3M | +7.6% | +2.4% | +5.2% | +6.4% |
| 6M | +9.7% | +12.0% | -2.3% | +3.3% |
| YTD | +15.3% | +15.3% | 0.0% | +7.2% |
| 1Y | -22.6% | +22.6% | -45.2% | -30.2% |
| 3Y | -59.4% | +74.7% | -134.0% | -69.7% |
| 5Y | -91.7% | +66.1% | -157.9% | -93.7% |
| 10Y | -99.4% | +225.0% | -324.4% | -99.7% |
| All | -99.9% | +366.9% | -466.8% | -100.0% |
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