+966.4%
CP vs VIG
+630.3%
+336.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +2.8% | -1.8% | +4.6% | +4.9% |
| 30D | +10.2% | +2.7% | +7.5% | +6.7% |
| 3M | +2.4% | 0.0% | +2.4% | +2.3% |
| 6M | +7.7% | +6.8% | +0.9% | -0.6% |
| YTD | +26.0% | +12.1% | +13.9% | +9.9% |
| 1Y | +34.6% | +14.8% | +19.8% | +14.1% |
| 3Y | +26.7% | +62.4% | -35.7% | -29.5% |
| 5Y | +24.9% | +59.6% | -34.7% | -29.2% |
| 10Y | +258.6% | +261.5% | -2.9% | -27.2% |
| All | +966.4% | +630.3% | +336.0% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling