+31.1%
CP vs VLTO
+56.3%
-25.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | +1.6% | +1.2% | +2.4% |
| 30D | +11.0% | +22.0% | -10.9% | +5.1% |
| 3M | +3.8% | +21.9% | -18.0% | -1.8% |
| 6M | +9.5% | +36.5% | -27.0% | +0.4% |
| YTD | +28.2% | +19.0% | +9.2% | +21.9% |
| 1Y | +33.0% | +21.0% | +12.0% | +25.6% |
| 3Y | +35.5% | +69.9% | -34.3% | +21.9% |
| All | +31.1% | +56.3% | -25.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling