+426.7%
COP vs VIG
+655.7%
-229.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +3.1% | +0.3% | -0.4% |
| 30D | -0.6% | +5.0% | -5.6% | -6.8% |
| 3M | +10.8% | +2.7% | +8.1% | +6.5% |
| 6M | +19.6% | +11.0% | +8.7% | +4.2% |
| YTD | +52.9% | +16.0% | +37.0% | +25.2% |
| 1Y | +62.2% | +16.3% | +45.9% | +32.2% |
| 3Y | +32.4% | +66.8% | -34.5% | -31.2% |
| 5Y | +129.7% | +64.8% | +65.0% | +18.9% |
| 10Y | +331.8% | +263.6% | +68.2% | -14.9% |
| All | +426.7% | +655.7% | -229.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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