-80.4%
COZX vs VT
+13.4%
-93.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.1% | 0.0% | +29.1% | +28.9% |
| 7D | -3.7% | -1.6% | -2.1% | +7.7% |
| 30D | -31.7% | -2.5% | -29.2% | -15.4% |
| 3M | -67.9% | -1.3% | -66.6% | -62.1% |
| 6M | -68.0% | +3.1% | -71.1% | -67.4% |
| YTD | -48.9% | +10.9% | -59.9% | -60.6% |
| All | -80.4% | +13.4% | -93.9% | -85.8% |
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