+250.9%
CP vs VT
+215.5%
+35.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +2.8% | -2.3% | +5.1% | +5.0% |
| 30D | +10.2% | -5.0% | +15.2% | +15.4% |
| 3M | +2.4% | -4.9% | +7.2% | +7.1% |
| 6M | +7.7% | -1.5% | +9.2% | +8.4% |
| YTD | +26.0% | +8.5% | +17.5% | +14.9% |
| 1Y | +34.6% | +11.4% | +23.3% | +19.6% |
| 3Y | +26.7% | +70.1% | -43.4% | -27.0% |
| 5Y | +24.9% | +53.7% | -28.8% | -20.4% |
| All | +250.9% | +215.5% | +35.4% | +1.4% |
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