+191.7%
COP vs VOO
+82.3%
+109.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | -0.8% | +0.5% | -1.4% | -1.2% |
| 30D | +15.6% | -0.9% | +16.5% | +16.1% |
| 3M | +14.3% | +3.9% | +10.5% | +11.1% |
| 6M | +17.0% | +14.5% | +2.4% | +5.9% |
| YTD | +47.4% | +13.0% | +34.5% | +34.6% |
| 1Y | +52.4% | +19.4% | +33.0% | +33.4% |
| 3Y | +20.8% | +78.9% | -58.0% | -21.3% |
| 5Y | +191.7% | +82.3% | +109.4% | +89.0% |
| All | +191.7% | +82.3% | +109.4% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling