+20.8%
COP vs VCLT
+12.2%
+8.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | +0.3% | -1.2% | -0.8% |
| 30D | +15.6% | -0.6% | +16.2% | +15.5% |
| 3M | +14.3% | -2.2% | +16.6% | +14.2% |
| 6M | +17.0% | -2.9% | +19.9% | +17.0% |
| YTD | +47.4% | -2.1% | +49.5% | +47.2% |
| 1Y | +52.4% | -2.6% | +55.0% | +52.2% |
| 3Y | +20.8% | +12.5% | +8.3% | +15.8% |
| All | +20.8% | +12.2% | +8.6% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling