+116.1%
CDP vs VT
+356.1%
-240.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.7% | -1.6% | -1.0% | -1.0% |
| 30D | -1.6% | -2.5% | +0.9% | +0.9% |
| 3M | -11.2% | -1.3% | -9.9% | -10.1% |
| 6M | +8.5% | +3.1% | +5.4% | +4.2% |
| YTD | +22.3% | +10.9% | +11.3% | +8.0% |
| 1Y | +21.2% | +12.1% | +9.1% | +5.7% |
| 3Y | +57.0% | +73.9% | -16.9% | -16.3% |
| 5Y | +44.9% | +58.0% | -13.1% | -15.6% |
| 10Y | +96.0% | +225.5% | -129.4% | -51.1% |
| All | +116.1% | +356.1% | -240.0% | -63.8% |
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 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