+4,615.1%
COP vs VMC
+3,530.3%
+1,084.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +0.7% | -4.3% | +5.0% | +2.1% |
| 30D | +0.2% | +16.2% | -16.0% | -5.1% |
| 3M | +10.2% | -0.8% | +11.0% | +9.8% |
| 6M | +20.1% | +1.2% | +18.9% | +17.6% |
| YTD | +50.5% | +0.5% | +50.1% | +46.3% |
| 1Y | +56.8% | -2.9% | +59.7% | +54.1% |
| 3Y | +30.3% | +37.3% | -7.1% | +11.2% |
| 5Y | +126.8% | +48.8% | +78.0% | +84.4% |
| 10Y | +325.0% | +131.4% | +193.6% | +187.3% |
| All | +4,615.1% | +3,530.3% | +1,084.8% | +1,564.3% |
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 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