+800.0%
COP vs VNQ
+387.0%
+413.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | +11.7% | -2.2% | +13.9% | +12.9% |
| 3M | +17.7% | -1.9% | +19.6% | +18.6% |
| 6M | +18.3% | +3.2% | +15.1% | +15.6% |
| YTD | +49.1% | +9.4% | +39.7% | +41.3% |
| 1Y | +53.3% | +7.5% | +45.8% | +46.6% |
| 3Y | +22.2% | +31.1% | -8.9% | +4.3% |
| 5Y | +193.3% | +6.6% | +186.8% | +175.1% |
| 10Y | +340.2% | +63.9% | +276.3% | +238.5% |
| All | +800.0% | +387.0% | +413.0% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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