-28.8%
COGT vs VT
+147.3%
-176.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.7% | +6.7% |
| 7D | +2.0% | -2.3% | +4.3% | +5.3% |
| 30D | +5.0% | -5.0% | +9.9% | +12.4% |
| 3M | -24.3% | -4.9% | -19.4% | -19.0% |
| 6M | -11.8% | -1.5% | -10.2% | -9.6% |
| YTD | -10.9% | +8.5% | -19.4% | -19.7% |
| 1Y | +115.0% | +11.4% | +103.6% | +89.4% |
| 3Y | +279.0% | +70.1% | +208.9% | +106.9% |
| 5Y | +261.7% | +53.7% | +207.9% | +124.7% |
| All | -28.8% | +147.3% | -176.1% | -72.4% |
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