-33.4%
COGT vs VT
+146.7%
-180.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -0.7% |
| 7D | -7.4% | -4.2% | -3.3% | -2.0% |
| 30D | -2.6% | -5.8% | +3.2% | +5.4% |
| 3M | -30.0% | -5.2% | -24.8% | -24.8% |
| 6M | -20.0% | +0.1% | -20.1% | -19.9% |
| YTD | -16.7% | +8.2% | -25.0% | -24.7% |
| 1Y | +105.1% | +10.1% | +95.0% | +83.2% |
| 3Y | +247.6% | +69.7% | +177.9% | +90.3% |
| 5Y | +238.1% | +53.4% | +184.7% | +110.6% |
| All | -33.4% | +146.7% | -180.1% | -74.2% |
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