+535.6%
COP vs VCLT
+98.6%
+437.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +4.4% | -2.3% | +6.7% | +4.3% |
| 30D | 0.0% | +0.8% | -0.8% | 0.0% |
| 3M | +15.0% | -2.7% | +17.7% | +14.9% |
| 6M | +22.0% | -4.3% | +26.3% | +21.9% |
| YTD | +55.3% | -4.3% | +59.7% | +55.2% |
| 1Y | +64.1% | -4.4% | +68.5% | +64.0% |
| 3Y | +34.1% | +13.8% | +20.3% | +33.9% |
| 5Y | +133.4% | -17.0% | +150.3% | +130.1% |
| 10Y | +338.6% | +20.9% | +317.7% | +387.6% |
| All | +535.6% | +98.6% | +437.0% | +865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling