+5,102.3%
CP vs VSAT
+1,246.3%
+3,856.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -2.7% |
| 7D | +2.8% | -17.0% | +19.7% | +4.9% |
| 30D | +10.2% | -9.8% | +20.0% | +10.9% |
| 3M | +2.4% | -22.0% | +24.4% | +4.5% |
| 6M | +7.7% | -5.0% | +12.6% | +5.3% |
| YTD | +26.0% | +85.6% | -59.6% | +11.4% |
| 1Y | +34.6% | +80.2% | -45.6% | +18.9% |
| 3Y | +26.7% | +250.0% | -223.3% | -7.2% |
| 5Y | +24.9% | -4.6% | +29.5% | +4.1% |
| 10Y | +258.6% | -7.2% | +265.8% | +186.0% |
| All | +5,102.3% | +1,246.3% | +3,856.0% | +2,670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling