+34.3%
CP vs VIG
+63.1%
-28.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | -2.7% | -0.4% | -2.2% | -2.2% |
| 30D | +0.2% | -1.0% | +1.1% | +1.2% |
| 3M | +2.6% | +2.8% | -0.2% | -0.3% |
| 6M | +6.0% | +8.2% | -2.2% | -2.2% |
| YTD | +24.9% | +11.0% | +13.9% | +12.3% |
| 1Y | +20.1% | +16.1% | +4.0% | +3.1% |
| 3Y | +16.4% | +56.2% | -39.8% | -26.7% |
| All | +34.3% | +63.1% | -28.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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