+34.9%
CP vs VSXY
+19.3%
+15.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | +0.6% | -10.7% | +11.3% | +1.6% |
| 30D | -0.5% | -24.3% | +23.8% | +2.1% |
| 3M | +0.1% | +1.0% | -0.9% | -0.5% |
| 6M | +7.8% | +57.4% | -49.5% | +0.9% |
| YTD | +22.9% | +39.8% | -16.9% | +15.9% |
| 1Y | +21.3% | +196.5% | -175.2% | +4.3% |
| 3Y | +20.4% | +357.2% | -336.9% | -7.9% |
| 5Y | +34.9% | +18.9% | +16.0% | +17.2% |
| All | +34.9% | +19.3% | +15.6% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling