+24.4%
CP vs VO
+32.6%
-8.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +2.8% | -2.6% | +5.3% | +4.8% |
| 30D | +10.2% | -0.9% | +11.2% | +10.9% |
| 3M | +2.4% | -3.0% | +5.4% | +4.8% |
| 6M | +7.7% | +2.2% | +5.5% | +5.6% |
| YTD | +26.0% | +10.6% | +15.4% | +16.2% |
| 1Y | +34.6% | +12.5% | +22.1% | +22.5% |
| 3Y | +26.7% | +61.4% | -34.7% | -13.2% |
| All | +24.4% | +32.6% | -8.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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