+1,015.4%
COP vs VO
+827.2%
+188.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | +17.5% | -0.3% | +17.8% | +17.7% |
| 3M | +13.4% | +2.9% | +10.4% | +9.3% |
| 6M | +17.7% | +9.3% | +8.4% | +5.7% |
| YTD | +46.6% | +14.2% | +32.4% | +25.8% |
| 1Y | +44.6% | +15.3% | +29.4% | +22.7% |
| 3Y | +20.7% | +56.2% | -35.6% | -26.0% |
| 5Y | +185.0% | +42.4% | +142.6% | +87.3% |
| 10Y | +347.0% | +194.7% | +152.2% | +44.8% |
| All | +1,015.4% | +827.2% | +188.2% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling