+36.3%
CP vs VSXY
+90.2%
-53.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.6% | +1.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | +10.3% | +17.8% | -7.5% | +8.6% |
| 3M | +2.3% | +12.5% | -10.2% | +0.8% |
| 6M | +10.7% | +124.7% | -114.0% | +0.6% |
| YTD | +29.3% | +93.2% | -63.8% | +18.6% |
| 1Y | +31.5% | +195.6% | -164.2% | +14.9% |
| 3Y | +36.7% | +434.6% | -397.9% | +6.5% |
| 5Y | +26.8% | +103.3% | -76.5% | +6.7% |
| All | +36.3% | +90.2% | -53.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling