+167.6%
COPX vs VCLT
-17.3%
+184.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.8% | -6.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.0% |
| 30D | 0.0% | -1.1% | +1.1% | +0.8% |
| 3M | +14.8% | -3.7% | +18.5% | +17.8% |
| 6M | +7.0% | -4.0% | +11.1% | +10.4% |
| YTD | +23.8% | -3.4% | +27.2% | +27.3% |
| 1Y | +75.7% | -4.1% | +79.8% | +81.4% |
| 3Y | +156.4% | +11.0% | +145.4% | +145.4% |
| 5Y | +167.6% | -17.0% | +184.6% | +153.0% |
| All | +167.6% | -17.3% | +184.9% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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