-64.5%
COZX vs VT
+18.0%
-82.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +6.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.5% |
| 30D | -41.8% | +0.8% | -42.6% | -43.4% |
| 3M | -69.7% | +2.8% | -72.5% | -72.3% |
| 6M | -5.7% | +13.0% | -18.6% | -43.7% |
| YTD | -7.4% | +15.4% | -22.8% | -47.0% |
| All | -64.5% | +18.0% | -82.5% | -80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling