+15.7%
VCLT vs COO
-23.7%
+39.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -0.6% | -2.3% | +1.7% | -0.4% |
| 30D | +2.8% | +13.3% | -10.5% | +1.7% |
| 3M | -0.4% | -18.1% | +17.7% | +1.2% |
| 6M | -3.1% | +6.7% | -9.8% | -4.0% |
| YTD | -2.7% | -23.2% | +20.6% | -0.6% |
| 1Y | -3.7% | -12.3% | +8.6% | -2.9% |
| All | +15.7% | -23.7% | +39.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling