-14.3%
COPZ vs VT
+11.0%
-25.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | -8.2% | +0.4% | -8.7% | -10.1% |
| 30D | +6.6% | +1.0% | +5.6% | +1.6% |
| 3M | -9.0% | +2.4% | -11.4% | -14.1% |
| 6M | -15.7% | +12.0% | -27.8% | -44.2% |
| All | -14.3% | +11.0% | -25.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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