+340.2%
COP vs VMC
+146.8%
+193.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.4% |
| 7D | -0.5% | -5.3% | +4.8% | +1.6% |
| 30D | +11.7% | -12.3% | +24.0% | +17.4% |
| 3M | +17.7% | -10.3% | +27.9% | +21.4% |
| 6M | +18.3% | -8.6% | +26.9% | +19.8% |
| YTD | +49.1% | -11.9% | +60.9% | +52.4% |
| 1Y | +53.3% | -13.9% | +67.2% | +57.7% |
| 3Y | +22.2% | +18.2% | +4.0% | +5.0% |
| 5Y | +193.3% | +47.7% | +145.6% | +117.5% |
| 10Y | +340.2% | +152.5% | +187.7% | +137.3% |
| All | +340.2% | +146.8% | +193.5% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling