+233.3%
CP vs VRSN
+285.8%
-52.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.8% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | -0.5% | -1.9% | +1.4% | +0.1% |
| 3M | +0.1% | +1.4% | -1.3% | -0.9% |
| 6M | +7.8% | +19.0% | -11.2% | -0.5% |
| YTD | +22.9% | +19.2% | +3.6% | +12.6% |
| 1Y | +21.3% | +1.7% | +19.6% | +18.4% |
| 3Y | +20.4% | +41.4% | -21.1% | -0.4% |
| 5Y | +34.9% | +31.7% | +3.3% | +12.5% |
| 10Y | +233.3% | +290.3% | -56.9% | +94.5% |
| All | +233.3% | +285.8% | -52.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling