+5,197.4%
CP vs VRSN
+6,969.1%
-1,771.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | +11.3% | +0.7% | +10.6% | +11.2% |
| 3M | +2.9% | +4.1% | -1.3% | +2.2% |
| 6M | +9.8% | +6.7% | +3.1% | +8.5% |
| YTD | +28.5% | +27.1% | +1.5% | +23.8% |
| 1Y | +33.5% | +28.0% | +5.5% | +28.4% |
| 3Y | +31.9% | +52.6% | -20.7% | +23.3% |
| 5Y | +25.5% | +33.3% | -7.8% | +18.9% |
| 10Y | +257.6% | +279.5% | -21.9% | +199.0% |
| All | +5,197.4% | +6,969.1% | -1,771.7% | +2,919.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling