+4,499.1%
COP vs VMC
+3,595.0%
+904.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.2% |
| 7D | -8.4% | +0.3% | -8.7% | -8.7% |
| 30D | +0.3% | +18.6% | -18.3% | -5.7% |
| 3M | +15.1% | +2.0% | +13.1% | +13.6% |
| 6M | +19.8% | +2.6% | +17.2% | +16.7% |
| YTD | +46.8% | +2.3% | +44.6% | +41.9% |
| 1Y | +59.7% | +1.7% | +58.1% | +54.5% |
| 3Y | +28.7% | +41.7% | -13.0% | +8.7% |
| 5Y | +110.7% | +46.6% | +64.1% | +72.3% |
| 10Y | +298.3% | +140.3% | +158.0% | +166.0% |
| All | +4,499.1% | +3,595.0% | +904.1% | +1,514.0% |
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