+222.5%
CP vs VT
+224.5%
-1.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -3.1% |
| 30D | +0.2% | +1.0% | -0.8% | -0.7% |
| 3M | +2.6% | +2.4% | +0.2% | -0.2% |
| 6M | +6.0% | +12.0% | -6.0% | -5.8% |
| YTD | +24.9% | +15.3% | +9.6% | +7.7% |
| 1Y | +20.1% | +22.6% | -2.5% | -2.7% |
| 3Y | +16.4% | +74.7% | -58.3% | -34.3% |
| 5Y | +31.7% | +66.1% | -34.4% | -22.1% |
| All | +222.5% | +224.5% | -1.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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