+34.3%
CP vs VSAT
+51.9%
-17.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -0.1% |
| 7D | -2.7% | +11.8% | -14.5% | -3.6% |
| 30D | +0.2% | -7.0% | +7.2% | +0.7% |
| 3M | +2.6% | +3.3% | -0.7% | +1.2% |
| 6M | +6.0% | +57.4% | -51.5% | 0.0% |
| YTD | +24.9% | +118.6% | -93.6% | +13.7% |
| 1Y | +20.1% | +150.2% | -130.1% | +7.1% |
| 3Y | +16.4% | +160.7% | -144.3% | -3.4% |
| All | +34.3% | +51.9% | -17.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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