+28.9%
CP vs VLTO
+68.7%
-39.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.1% | +12.0% | -5.9% | +2.6% |
| 30D | +9.8% | +20.8% | -11.1% | +3.7% |
| 3M | +2.7% | +20.1% | -17.4% | -2.7% |
| 6M | +12.8% | +32.6% | -19.8% | +3.6% |
| YTD | +28.2% | +17.3% | +10.8% | +22.1% |
| 1Y | +34.1% | +17.3% | +16.8% | +27.6% |
| All | +28.9% | +68.7% | -39.8% | +17.2% |
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 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