+4,492.0%
COP vs VMC
+3,246.6%
+1,245.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +3.0% | -4.3% | +7.3% | +4.5% |
| 30D | +17.5% | -8.2% | +25.7% | +20.7% |
| 3M | +13.4% | -7.0% | +20.4% | +15.0% |
| 6M | +17.7% | -10.8% | +28.5% | +20.2% |
| YTD | +46.6% | -7.4% | +54.0% | +47.2% |
| 1Y | +44.6% | -9.5% | +54.1% | +45.9% |
| 3Y | +20.7% | +20.5% | +0.2% | +8.0% |
| 5Y | +185.0% | +51.6% | +133.5% | +130.6% |
| 10Y | +347.0% | +150.0% | +196.9% | +196.2% |
| All | +4,492.0% | +3,246.6% | +1,245.3% | +1,574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling