+27.1%
CP vs VT
+53.2%
-26.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +2.7% |
| 7D | +6.1% | -4.2% | +10.3% | +9.7% |
| 30D | +9.8% | -5.8% | +15.6% | +15.1% |
| 3M | +2.7% | -5.2% | +8.0% | +7.2% |
| 6M | +12.8% | +0.1% | +12.6% | +11.8% |
| YTD | +28.2% | +8.2% | +19.9% | +18.4% |
| 1Y | +34.1% | +10.1% | +24.0% | +22.1% |
| 3Y | +28.9% | +69.7% | -40.8% | -20.6% |
| 5Y | +27.1% | +53.4% | -26.3% | -13.4% |
| All | +27.1% | +53.2% | -26.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling