+296.1%
CAPL vs VT
+346.4%
-50.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.4% |
| 7D | -8.7% | -0.3% | -8.3% | -8.5% |
| 30D | -4.3% | -1.4% | -2.8% | -3.5% |
| 3M | -3.3% | -1.4% | -1.9% | -2.6% |
| 6M | +2.4% | +5.5% | -3.0% | -1.8% |
| YTD | +8.3% | +12.8% | -4.5% | -1.3% |
| 1Y | +11.3% | +15.4% | -4.1% | -0.2% |
| 3Y | +20.0% | +76.9% | -56.9% | -21.7% |
| 5Y | +66.5% | +60.4% | +6.1% | +15.3% |
| 10Y | +123.1% | +232.8% | -109.6% | -6.4% |
| All | +296.1% | +346.4% | -50.3% | +44.9% |
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 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