+24.4%
CP vs VRSN
+34.5%
-10.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +10.2% | +4.9% | +5.3% | +8.8% |
| 3M | +2.4% | +5.8% | -3.5% | +0.7% |
| 6M | +7.7% | +12.6% | -4.9% | +3.7% |
| YTD | +26.0% | +28.2% | -2.2% | +16.1% |
| 1Y | +34.6% | +30.4% | +4.2% | +23.3% |
| 3Y | +26.7% | +54.6% | -27.9% | +6.4% |
| All | +24.4% | +34.5% | -10.2% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling