+205.3%
COPX vs VCLT
+98.1%
+107.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +6.4% | +0.1% | +6.3% | +6.4% |
| 3M | +19.3% | -2.9% | +22.2% | +19.9% |
| 6M | +16.2% | -4.0% | +20.2% | +17.1% |
| YTD | +33.2% | -2.2% | +35.4% | +33.8% |
| 1Y | +90.2% | -2.6% | +92.8% | +91.3% |
| 3Y | +175.7% | +12.3% | +163.4% | +173.6% |
| 5Y | +193.1% | -16.4% | +209.5% | +183.0% |
| 10Y | +619.4% | +18.1% | +601.4% | +676.6% |
| All | +205.3% | +98.1% | +107.2% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling