+762.9%
CP vs VT
+363.9%
+399.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +1.8% |
| 7D | +5.6% | -0.3% | +5.9% | +5.9% |
| 30D | +10.0% | -1.4% | +11.5% | +11.5% |
| 3M | +4.4% | -1.4% | +5.8% | +5.8% |
| 6M | +14.1% | +5.5% | +8.6% | +7.3% |
| YTD | +29.1% | +12.8% | +16.2% | +12.9% |
| 1Y | +34.6% | +15.4% | +19.1% | +15.0% |
| 3Y | +29.8% | +76.9% | -47.1% | -29.0% |
| 5Y | +28.7% | +60.4% | -31.7% | -22.7% |
| 10Y | +267.3% | +232.8% | +34.5% | +3.2% |
| All | +762.9% | +363.9% | +399.0% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling