+37.9%
CP vs VSXY
+474.3%
-436.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | +9.6% | +24.0% | -14.4% | +7.8% |
| 3M | +2.2% | +16.7% | -14.4% | +0.7% |
| 6M | +11.1% | +138.6% | -127.5% | +1.9% |
| YTD | +28.2% | +102.8% | -74.6% | +18.6% |
| 1Y | +32.2% | +214.2% | -182.0% | +16.9% |
| All | +37.9% | +474.3% | -436.4% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling