+336.7%
COP vs VO
+197.6%
+139.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +3.1% | +1.3% | +1.1% |
| 30D | 0.0% | +2.2% | -2.2% | -2.6% |
| 3M | +15.0% | -2.5% | +17.5% | +17.3% |
| 6M | +22.0% | +7.0% | +15.0% | +12.1% |
| YTD | +55.3% | +14.0% | +41.3% | +32.2% |
| 1Y | +64.1% | +15.6% | +48.5% | +37.4% |
| 3Y | +34.1% | +66.2% | -32.1% | -25.6% |
| 5Y | +133.4% | +36.6% | +96.8% | +58.6% |
| All | +336.7% | +197.6% | +139.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling