+26.7%
CP vs VLTO
+69.5%
-42.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +2.8% | +5.4% | -2.6% | +1.2% |
| 30D | +10.2% | +22.3% | -12.1% | +3.8% |
| 3M | +2.4% | +19.6% | -17.3% | -3.0% |
| 6M | +7.7% | +35.2% | -27.5% | -1.6% |
| YTD | +26.0% | +17.9% | +8.1% | +19.9% |
| 1Y | +34.6% | +19.5% | +15.1% | +27.2% |
| 3Y | +26.7% | +73.9% | -47.2% | +15.0% |
| All | +26.7% | +69.5% | -42.8% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling