+336.7%
COP vs VMC
+125.2%
+211.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | +4.4% | -1.3% | +5.7% | +4.9% |
| 30D | 0.0% | +15.5% | -15.5% | -6.1% |
| 3M | +15.0% | +0.6% | +14.4% | +13.8% |
| 6M | +22.0% | +2.1% | +19.9% | +18.4% |
| YTD | +55.3% | -1.6% | +56.9% | +51.1% |
| 1Y | +64.1% | -1.2% | +65.3% | +59.1% |
| 3Y | +34.1% | +35.3% | -1.3% | +8.5% |
| 5Y | +133.4% | +43.6% | +89.8% | +77.4% |
| All | +336.7% | +125.2% | +211.5% | +137.4% |
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