+1,017.2%
COP vs VO
+822.3%
+194.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -4.1% |
| 7D | -8.4% | -0.1% | -8.3% | -8.5% |
| 30D | +0.3% | +0.5% | -0.2% | -0.6% |
| 3M | +15.1% | -1.0% | +16.1% | +15.5% |
| 6M | +19.8% | +6.4% | +13.3% | +10.9% |
| YTD | +46.8% | +13.6% | +33.2% | +26.0% |
| 1Y | +59.7% | +14.5% | +45.3% | +35.9% |
| 3Y | +28.7% | +67.2% | -38.5% | -26.7% |
| 5Y | +110.7% | +36.1% | +74.6% | +44.7% |
| 10Y | +298.3% | +199.3% | +99.0% | +26.4% |
| All | +1,017.2% | +822.3% | +194.8% | +21.1% |
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 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