+316.6%
COP vs VST
+1,175.7%
-859.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.0% |
| 7D | +3.0% | +8.9% | -5.9% | +0.6% |
| 30D | +17.5% | +6.2% | +11.3% | +15.4% |
| 3M | +13.4% | -2.7% | +16.1% | +13.1% |
| 6M | +17.7% | -8.4% | +26.1% | +17.8% |
| YTD | +46.6% | -7.2% | +53.8% | +44.4% |
| 1Y | +44.6% | -20.9% | +65.5% | +47.4% |
| 3Y | +20.7% | +384.0% | -363.3% | -51.7% |
| 5Y | +185.0% | +757.1% | -572.0% | -17.6% |
| All | +316.6% | +1,175.7% | -859.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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