+49.9%
COP vs VCLT
-3.8%
+53.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | -1.3% |
| 7D | +1.0% | -1.3% | +2.3% | -0.8% |
| 30D | +9.6% | -1.1% | +10.7% | +7.9% |
| 3M | +15.0% | -3.7% | +18.7% | +9.8% |
| 6M | +21.8% | -4.0% | +25.8% | +16.5% |
| YTD | +49.6% | -3.4% | +53.0% | +43.8% |
| 1Y | +49.9% | -4.1% | +54.0% | +43.4% |
| All | +49.9% | -3.8% | +53.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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