-64.9%
COZX price history and return analytics
+16.6%
-81.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +0.4% |
| 7D | -0.3% | -1.1% | +0.8% | +6.3% |
| 30D | -29.5% | -1.0% | -28.5% | -24.5% |
| 3M | -65.5% | +3.2% | -68.7% | -69.4% |
| 6M | -18.9% | +12.5% | -31.3% | -50.8% |
| YTD | -8.5% | +14.1% | -22.5% | -44.1% |
| All | -64.9% | +16.6% | -81.5% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling