+191.7%
COP vs VMC
+52.4%
+139.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +15.6% | -9.1% | +24.7% | +17.4% |
| 3M | +14.3% | -4.1% | +18.5% | +14.3% |
| 6M | +17.0% | -5.5% | +22.5% | +16.7% |
| YTD | +47.4% | -8.9% | +56.4% | +47.9% |
| 1Y | +52.4% | -12.9% | +65.3% | +54.4% |
| 3Y | +20.8% | +22.1% | -1.3% | +8.8% |
| 5Y | +191.7% | +52.7% | +139.0% | +138.6% |
| All | +191.7% | +52.4% | +139.3% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling