+112.5%
CPA vs VT
+215.5%
-103.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.4% |
| 7D | +10.8% | -2.3% | +13.1% | +14.3% |
| 30D | +4.8% | -5.0% | +9.7% | +12.2% |
| 3M | +1.9% | -4.9% | +6.8% | +9.1% |
| 6M | +19.5% | -1.5% | +21.1% | +22.7% |
| YTD | +22.9% | +8.5% | +14.4% | +11.8% |
| 1Y | +19.8% | +11.4% | +8.4% | +5.4% |
| 3Y | +96.5% | +70.1% | +26.4% | -3.4% |
| 5Y | +121.3% | +53.7% | +67.5% | +27.1% |
| All | +112.5% | +215.5% | -103.0% | -53.0% |
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