+257.0%
CP vs VT
+214.8%
+42.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +3.2% |
| 7D | +6.1% | -4.2% | +10.3% | +10.4% |
| 30D | +9.8% | -5.8% | +15.6% | +16.0% |
| 3M | +2.7% | -5.2% | +8.0% | +7.9% |
| 6M | +12.8% | +0.1% | +12.6% | +11.7% |
| YTD | +28.2% | +8.2% | +19.9% | +17.2% |
| 1Y | +34.1% | +10.1% | +24.0% | +20.5% |
| 3Y | +28.9% | +69.7% | -40.8% | -25.5% |
| 5Y | +27.1% | +53.4% | -26.3% | -18.9% |
| All | +257.0% | +214.8% | +42.2% | +3.4% |
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