+56.8%
COP vs VMC
-2.2%
+59.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.4% |
| 7D | +0.7% | -4.3% | +5.0% | -0.4% |
| 30D | +0.2% | +16.2% | -16.0% | +3.9% |
| 3M | +10.2% | -0.8% | +11.0% | +10.1% |
| 6M | +20.1% | +1.2% | +18.9% | +21.5% |
| YTD | +50.5% | +0.5% | +50.1% | +52.7% |
| 1Y | +56.8% | -2.9% | +59.7% | +59.4% |
| All | +56.8% | -2.2% | +59.0% | +59.4% |
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 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