+28.7%
COP vs VMC
+41.7%
-13.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.3% |
| 7D | -8.4% | +0.3% | -8.7% | -8.4% |
| 30D | +0.3% | +18.6% | -18.3% | -0.1% |
| 3M | +15.1% | +2.0% | +13.1% | +15.2% |
| 6M | +19.8% | +2.6% | +17.2% | +19.6% |
| YTD | +46.8% | +2.3% | +44.6% | +46.1% |
| 1Y | +59.7% | +1.7% | +58.1% | +59.0% |
| 3Y | +28.7% | +41.7% | -13.0% | +20.3% |
| All | +28.7% | +41.7% | -13.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling