+2,243.7%
CP vs VO
+797.8%
+1,445.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +2.8% | -2.6% | +5.3% | +5.3% |
| 30D | +10.2% | -0.9% | +11.2% | +11.1% |
| 3M | +2.4% | -3.0% | +5.4% | +5.3% |
| 6M | +7.7% | +2.2% | +5.5% | +5.1% |
| YTD | +26.0% | +10.6% | +15.4% | +13.9% |
| 1Y | +34.6% | +12.5% | +22.1% | +19.7% |
| 3Y | +26.7% | +61.4% | -34.7% | -21.4% |
| 5Y | +24.9% | +33.4% | -8.5% | -8.3% |
| 10Y | +258.6% | +201.5% | +57.1% | +14.1% |
| All | +2,243.7% | +797.8% | +1,445.9% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling