+31.1%
CP vs VLTO
+54.1%
-23.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.1% | +12.0% | -5.9% | +2.8% |
| 30D | +9.8% | +20.8% | -11.1% | +4.1% |
| 3M | +2.7% | +20.1% | -17.4% | -2.4% |
| 6M | +12.8% | +32.6% | -19.8% | +4.2% |
| YTD | +28.2% | +17.3% | +10.8% | +22.4% |
| 1Y | +34.1% | +17.3% | +16.8% | +27.9% |
| 3Y | +28.9% | +66.9% | -38.0% | +16.6% |
| All | +31.1% | +54.1% | -23.1% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling