+21.8%
CP vs VSXY
+335.0%
-313.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.8% |
| 7D | +2.4% | -6.8% | +9.2% | +2.9% |
| 30D | -0.5% | -20.4% | +19.8% | +1.0% |
| 3M | +1.4% | +2.9% | -1.5% | +0.8% |
| 6M | +10.3% | +67.9% | -57.6% | +4.2% |
| YTD | +24.3% | +44.9% | -20.6% | +18.4% |
| 1Y | +20.4% | +205.9% | -185.5% | +6.6% |
| 3Y | +21.8% | +373.9% | -352.1% | +0.9% |
| All | +21.8% | +335.0% | -313.2% | +0.9% |
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