+21.7%
CP vs VSXY
+199.3%
-177.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | +0.6% | -10.7% | +11.3% | +1.0% |
| 30D | -0.5% | -24.3% | +23.8% | +0.7% |
| 3M | +0.1% | +1.0% | -0.9% | -0.4% |
| 6M | +7.8% | +57.4% | -49.5% | +3.8% |
| YTD | +22.9% | +39.8% | -16.9% | +18.6% |
| All | +21.7% | +199.3% | -177.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling