+60.7%
COP vs VMC
+3.7%
+57.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.6% | -9.8% | -4.1% |
| 7D | -8.1% | +12.3% | -20.5% | -5.6% |
| 30D | +6.7% | +21.2% | -14.6% | +11.4% |
| 3M | +16.9% | +4.6% | +12.3% | +18.2% |
| 6M | +11.2% | +3.9% | +7.3% | +13.5% |
| YTD | +49.5% | +5.0% | +44.5% | +52.6% |
| 1Y | +60.7% | +2.6% | +58.1% | +64.5% |
| All | +60.7% | +3.7% | +57.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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