-98.0%
CAPR vs VO
+461.0%
-559.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +41.1% | -2.6% | +43.6% | +43.6% |
| 30D | +11.1% | -0.9% | +12.1% | +12.0% |
| 3M | +115.3% | -3.0% | +118.3% | +119.9% |
| 6M | -73.8% | +2.2% | -76.0% | -74.4% |
| YTD | -68.8% | +10.6% | -79.4% | -71.0% |
| 1Y | +43.3% | +12.5% | +30.8% | +32.1% |
| 3Y | +214.7% | +61.4% | +153.3% | +137.1% |
| 5Y | +141.3% | +33.4% | +107.9% | +102.4% |
| 10Y | -67.0% | +201.5% | -268.6% | -80.5% |
| All | -98.0% | +461.0% | -559.0% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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