+5,092.6%
CP vs VRSN
+7,034.5%
-1,941.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +10.2% | +4.9% | +5.3% | +9.5% |
| 3M | +2.4% | +5.8% | -3.5% | +1.5% |
| 6M | +7.7% | +12.6% | -4.9% | +5.7% |
| YTD | +26.0% | +28.2% | -2.2% | +21.2% |
| 1Y | +34.6% | +30.4% | +4.2% | +29.2% |
| 3Y | +26.7% | +54.6% | -27.9% | +18.2% |
| 5Y | +24.9% | +35.1% | -10.2% | +18.1% |
| 10Y | +258.6% | +294.0% | -35.4% | +198.6% |
| All | +5,092.6% | +7,034.5% | -1,941.9% | +2,856.0% |
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