+657.9%
CPA vs VT
+374.2%
+283.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +3.5% | +0.4% | +3.1% | +3.0% |
| 30D | -11.1% | +1.0% | -12.0% | -12.0% |
| 3M | +0.7% | +2.4% | -1.7% | -1.6% |
| 6M | +2.6% | +12.0% | -9.4% | -8.1% |
| YTD | +13.8% | +15.3% | -1.5% | -1.3% |
| 1Y | +17.8% | +22.6% | -4.8% | -4.3% |
| 3Y | +55.6% | +74.7% | -19.1% | -13.8% |
| 5Y | +113.4% | +66.1% | +47.3% | +26.2% |
| 10Y | +130.0% | +225.0% | -95.0% | -25.8% |
| All | +657.9% | +374.2% | +283.7% | +93.7% |
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